OverviewChartNewsTraderScreen

Soc. Generale Call 170 AMAT 17.01.../  DE000SV6U439  /

EUWAX
1/10/2025  8:10:47 AM Chg.-0.110 Bid12:40:53 PM Ask12:40:53 PM Underlying Strike price Expiration date Option type
0.640EUR -14.67% 0.750
Bid Size: 4,000		 0.850
Ask Size: 4,000		 Applied Materials In... 170.00 USD 1/17/2025 Call
 

Master data

WKN: SV6U43
Issuer: Société Générale
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/17/2025
Issue date: 5/30/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.87
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.68
Implied volatility: 0.25
Historic volatility: 0.40
Parity: 0.68
Time value: 0.04
Break-even: 172.30
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.89
Theta: -0.09
Omega: 21.21
Rho: 0.03
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+137.04%
1 Month
  -27.27%
3 Months
  -83.11%
YTD  
+64.10%
1 Year
  -57.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.270
1M High / 1M Low: 0.940 0.270
6M High / 6M Low: 8.310 0.270
High (YTD): 1/8/2025 0.940
Low (YTD): 1/3/2025 0.270
52W High: 7/11/2024 8.310
52W Low: 1/3/2025 0.270
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   2.812
Avg. volume 6M:   0.000
Avg. price 1Y:   3.768
Avg. volume 1Y:   2.362
Volatility 1M:   482.21%
Volatility 6M:   280.33%
Volatility 1Y:   220.14%
Volatility 3Y:   -