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

EUWAX
7/12/2024  10:23:28 AM Chg.+0.16 Bid9:39:29 PM Ask9:39:29 PM Underlying Strike price Expiration date Option type
1.42EUR +12.70% 1.46
Bid Size: 80,000		 -
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: 4.54
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.48
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 1.48
Time value: 0.06
Break-even: 70.58
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 4.32
Rho: 0.10
 

Quote data

Open: 1.39
High: 1.42
Low: 1.39
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.45%
1 Month  
+12.70%
3 Months  
+17.36%
YTD  
+7.58%
1 Year  
+75.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.16
1M High / 1M Low: 1.41 1.16
6M High / 6M Low: 1.71 0.70
High (YTD): 5/22/2024 1.71
Low (YTD): 2/7/2024 0.70
52W High: 5/22/2024 1.71
52W Low: 10/25/2023 0.36
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   109.08%
Volatility 6M:   94.15%
Volatility 1Y:   118.94%
Volatility 3Y:   -