Soc. Generale Call 70 BNP 20.12.2.../  DE000SV6DY61  /

EUWAX
2024-11-12  8:23:18 AM Chg.+0.002 Bid7:20:47 PM Ask7:20:47 PM Underlying Strike price Expiration date Option type
0.007EUR +40.00% 0.002
Bid Size: 10,000
0.020
Ask Size: 10,000
BNP PARIBAS INH. ... 70.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DY6
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 304.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.91
Time value: 0.02
Break-even: 70.20
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 2.89
Spread abs.: 0.01
Spread %: 233.33%
Delta: 0.08
Theta: -0.01
Omega: 24.49
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.67%
1 Month
  -87.93%
3 Months
  -92.13%
YTD
  -97.50%
1 Year
  -94.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.005
1M High / 1M Low: 0.150 0.005
6M High / 6M Low: 0.510 0.005
High (YTD): 2024-05-21 0.510
Low (YTD): 2024-11-11 0.005
52W High: 2024-05-21 0.510
52W Low: 2024-11-11 0.005
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   490.75%
Volatility 6M:   288.79%
Volatility 1Y:   242.88%
Volatility 3Y:   -