Soc. Generale Call 60 SCHW 20.09.2024
/ DE000SV7HWJ7
Soc. Generale Call 60 SCHW 20.09..../ DE000SV7HWJ7 /
7/26/2024 9:43:53 AM |
Chg.+0.170 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+35.42% |
- Bid Size: - |
- Ask Size: - |
Charles Schwab Corpo... |
60.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SV7HWJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
0.61 |
Time value: |
0.11 |
Break-even: |
62.47 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
6.99 |
Rho: |
0.06 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.68% |
1 Month |
|
|
-45.83% |
3 Months |
|
|
-55.78% |
YTD |
|
|
-50.76% |
1 Year |
|
|
-48.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.360 |
1M High / 1M Low: |
1.420 |
0.360 |
6M High / 6M Low: |
1.710 |
0.360 |
High (YTD): |
5/22/2024 |
1.710 |
Low (YTD): |
7/22/2024 |
0.360 |
52W High: |
5/22/2024 |
1.710 |
52W Low: |
7/22/2024 |
0.360 |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.979 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.981 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
309.95% |
Volatility 6M: |
|
147.97% |
Volatility 1Y: |
|
136.47% |
Volatility 3Y: |
|
- |