OverviewChartNewsTraderScreen

Soc. Generale Call 60 SCHW 20.09..../  DE000SV7HWJ7  /

EUWAX
29/08/2024  09:27:36 Chg.+0.020 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.390EUR +5.41% -
Bid Size: -		 -
Ask Size: -		 Charles Schwab Corpo... 60.00 USD 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.38
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.36
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 0.36
Time value: 0.07
Break-even: 58.24
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.79
Theta: -0.04
Omega: 10.60
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -39.06%
3 Months
  -62.86%
YTD
  -70.45%
1 Year
  -55.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.260
1M High / 1M Low: 0.640 0.260
6M High / 6M Low: 1.710 0.260
High (YTD): 22/05/2024 1.710
Low (YTD): 22/08/2024 0.260
52W High: 22/05/2024 1.710
52W Low: 22/08/2024 0.260
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   1.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.924
Avg. volume 1Y:   0.000
Volatility 1M:   363.84%
Volatility 6M:   205.67%
Volatility 1Y:   169.18%
Volatility 3Y:   -