OverviewChartNewsTraderScreen

Soc. Generale Call 60 AZ2 20.12.2.../  DE000SV6DX70  /

EUWAX
2024-07-12  8:19:38 AM Chg.-0.010 Bid11:19:37 AM Ask11:19:37 AM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.300
Bid Size: 10,000		 0.320
Ask Size: 10,000		 ANDRITZ AG 60.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DX7
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.58
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.38
Time value: 0.32
Break-even: 63.20
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.44
Theta: -0.02
Omega: 7.72
Rho: 0.09
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -24.32%
3 Months
  -39.13%
YTD
  -31.71%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.290
1M High / 1M Low: 0.640 0.290
6M High / 6M Low: 0.640 0.170
High (YTD): 2024-06-13 0.640
Low (YTD): 2024-05-02 0.170
52W High: 2024-06-13 0.640
52W Low: 2023-10-27 0.120
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   296.70%
Volatility 6M:   184.61%
Volatility 1Y:   162.38%
Volatility 3Y:   -