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Soc. Generale Call 56 TOTB 20.09..../  DE000SV9TQA9  /

EUWAX
8/15/2024  8:13:38 AM Chg.0.000 Bid8:04:10 PM Ask8:04:10 PM Underlying Strike price Expiration date Option type
0.610EUR 0.00% 0.660
Bid Size: 4,600		 0.690
Ask Size: 4,600		 TOTALENERGIES SE EO... 56.00 EUR 9/20/2024 Call
 

Master data

WKN: SV9TQA
Issuer: Société Générale
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 9/20/2024
Issue date: 7/18/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.76
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.55
Time value: 0.08
Break-even: 62.30
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.83
Theta: -0.03
Omega: 8.08
Rho: 0.04
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month
  -23.75%
3 Months
  -52.34%
YTD
  -20.78%
1 Year  
+5.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.800 0.380
6M High / 6M Low: 1.410 0.380
High (YTD): 4/29/2024 1.410
Low (YTD): 8/5/2024 0.380
52W High: 4/29/2024 1.410
52W Low: 8/5/2024 0.380
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   0.856
Avg. volume 1Y:   0.000
Volatility 1M:   214.52%
Volatility 6M:   134.49%
Volatility 1Y:   114.74%
Volatility 3Y:   -