OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
15/05/2024  18:59:09 Chg.+0.070 Bid19:41:08 Ask19:41:08 Underlying Strike price Expiration date Option type
0.280EUR +33.33% 0.270
Bid Size: 10,000		 0.290
Ask Size: 10,000		 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: 40.20
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.38
Parity: -0.45
Time value: 0.25
Break-even: 107.50
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.94
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.37
Theta: -0.06
Omega: 14.85
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.330
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -34.88%
3 Months
  -17.65%
YTD
  -60.00%
1 Year
  -82.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.210
1M High / 1M Low: 0.520 0.210
6M High / 6M Low: 1.320 0.210
High (YTD): 06/03/2024 1.320
Low (YTD): 14/05/2024 0.210
52W High: 01/09/2023 2.760
52W Low: 14/05/2024 0.210
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   1.175
Avg. volume 1Y:   0.000
Volatility 1M:   225.77%
Volatility 6M:   348.61%
Volatility 1Y:   266.71%
Volatility 3Y:   -