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Soc. Generale Call 6.4 TUI1 20.09.../  DE000SV60H94  /

EUWAX
09/08/2024  08:42:40 Chg.0.000 Bid10:18:09 Ask10:18:09 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.130
Bid Size: 30,000		 0.200
Ask Size: 30,000		 TUI AG 6.40 EUR 20/09/2024 Call
 

Master data

WKN: SV60H9
Issuer: Société Générale
Currency: EUR
Underlying: TUI AG
Type: Warrant
Option type: Call
Strike price: 6.40 EUR
Maturity: 20/09/2024
Issue date: 02/06/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.52
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.42
Parity: -1.09
Time value: 0.18
Break-even: 6.58
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 5.40
Spread abs.: 0.07
Spread %: 63.64%
Delta: 0.26
Theta: -0.01
Omega: 7.73
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -83.58%
3 Months
  -87.21%
YTD
  -93.17%
1 Year
  -93.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.098
1M High / 1M Low: 0.950 0.098
6M High / 6M Low: 1.930 0.098
High (YTD): 09/04/2024 1.930
Low (YTD): 05/08/2024 0.098
52W High: 09/04/2024 1.930
52W Low: 05/08/2024 0.098
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.924
Avg. volume 6M:   0.000
Avg. price 1Y:   0.952
Avg. volume 1Y:   0.000
Volatility 1M:   333.71%
Volatility 6M:   225.64%
Volatility 1Y:   190.94%
Volatility 3Y:   -