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Soc. Generale Call 105 GXI 21.06..../  DE000SV49BZ5  /

Frankfurt Zert./SG
04/06/2024  16:18:09 Chg.-0.030 Bid17:02:54 Ask17:02:54 Underlying Strike price Expiration date Option type
0.450EUR -6.25% 0.450
Bid Size: 6,700		 0.480
Ask Size: 6,700		 GERRESHEIMER AG 105.00 EUR 21/06/2024 Call
 

Master data

WKN: SV49BZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.71
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.27
Implied volatility: 0.39
Historic volatility: 0.40
Parity: 0.27
Time value: 0.25
Break-even: 110.20
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.64
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.64
Theta: -0.11
Omega: 13.30
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.500
Low: 0.400
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+2.27%
3 Months
  -61.54%
YTD
  -35.71%
1 Year
  -77.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.280
1M High / 1M Low: 0.530 0.063
6M High / 6M Low: 1.320 0.063
High (YTD): 06/03/2024 1.320
Low (YTD): 22/05/2024 0.063
52W High: 01/09/2023 2.760
52W Low: 22/05/2024 0.063
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   1.093
Avg. volume 1Y:   0.000
Volatility 1M:   2,168.00%
Volatility 6M:   905.98%
Volatility 1Y:   651.17%
Volatility 3Y:   -