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

EUWAX
2024-06-26  11:21:36 AM Chg.-0.030 Bid10:00:51 PM Ask10:00:51 PM Underlying Strike price Expiration date Option type
0.400EUR -6.98% -
Bid Size: -		 -
Ask Size: -		 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: 14.01
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.26
Time value: 0.41
Break-even: 64.10
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.49
Theta: -0.02
Omega: 6.89
Rho: 0.12
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month  
+42.86%
3 Months
  -9.09%
YTD
  -2.44%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.390
1M High / 1M Low: 0.640 0.220
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:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   303.15%
Volatility 6M:   183.29%
Volatility 1Y:   161.20%
Volatility 3Y:   -