OverviewChartNewsTraderScreen

Soc. Generale Call 60 TOTB 20.09..../  DE000SV9TQC5  /

EUWAX
02/08/2024  08:13:33 Chg.-0.060 Bid19:36:59 Ask19:36:59 Underlying Strike price Expiration date Option type
0.310EUR -16.22% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 TOTALENERGIES SE EO... 60.00 EUR 20/09/2024 Call
 

Master data

WKN: SV9TQC
Issuer: Société Générale
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 20/09/2024
Issue date: 18/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.21
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.19
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.19
Time value: 0.15
Break-even: 63.40
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.68
Theta: -0.02
Omega: 12.32
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -40.38%
3 Months
  -66.67%
YTD
  -41.51%
1 Year  
+6.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.680 0.320
6M High / 6M Low: 1.070 0.320
High (YTD): 29/04/2024 1.070
Low (YTD): 30/07/2024 0.320
52W High: 29/04/2024 1.070
52W Low: 02/08/2023 0.290
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   0.593
Avg. volume 1Y:   0.000
Volatility 1M:   173.34%
Volatility 6M:   144.66%
Volatility 1Y:   127.99%
Volatility 3Y:   -