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Soc. Generale Call 1.5 BARC 21.06.../  DE000SV48WA6  /

EUWAX
03/06/2024  09:18:19 Chg.+0.070 Bid18:17:26 Ask18:17:26 Underlying Strike price Expiration date Option type
0.870EUR +8.75% 0.790
Bid Size: 3,800		 0.850
Ask Size: 3,800		 Barclays PLC ORD 25P 1.50 GBP 21/06/2024 Call
 

Master data

WKN: SV48WA
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.50 GBP
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 1.48
Historic volatility: 0.29
Parity: 0.82
Time value: 0.04
Break-even: 2.62
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.91
Theta: 0.00
Omega: 2.72
Rho: 0.00
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.47%
1 Month  
+38.10%
3 Months  
+200.00%
YTD  
+411.76%
1 Year  
+163.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.760
1M High / 1M Low: 0.810 0.630
6M High / 6M Low: 0.810 0.080
High (YTD): 29/05/2024 0.810
Low (YTD): 14/02/2024 0.080
52W High: 29/05/2024 0.810
52W Low: 01/11/2023 0.077
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   67.03%
Volatility 6M:   157.92%
Volatility 1Y:   147.60%
Volatility 3Y:   -