Soc. Generale Call 80 AZ2 20.12.2.../  DE000SV6DJB2  /

EUWAX
2024-07-04  8:18:27 AM Chg.-0.005 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.011EUR -31.25% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 80.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DJB
Issuer: Société Générale
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 234.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.37
Time value: 0.02
Break-even: 80.24
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 71.43%
Delta: 0.05
Theta: 0.00
Omega: 12.89
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -42.11%
3 Months
  -71.05%
YTD
  -78.43%
1 Year
  -89.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.015
1M High / 1M Low: 0.047 0.014
6M High / 6M Low: 0.090 0.004
High (YTD): 2024-02-26 0.090
Low (YTD): 2024-05-30 0.004
52W High: 2023-07-04 0.100
52W Low: 2024-05-30 0.004
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   0.000
Volatility 1M:   530.89%
Volatility 6M:   411.58%
Volatility 1Y:   399.33%
Volatility 3Y:   -