OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
31/05/2024  09:45:36 Chg.-0.020 Bid10:00:06 Ask10:00:06 Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.270
Bid Size: 10,000		 0.280
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: 35.38
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.40
Parity: -0.24
Time value: 0.29
Break-even: 107.90
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.40
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.43
Theta: -0.09
Omega: 15.22
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.94%
1 Month
  -36.59%
3 Months
  -78.33%
YTD
  -62.86%
1 Year
  -85.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 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:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   1.108
Avg. volume 1Y:   0.000
Volatility 1M:   2,069.89%
Volatility 6M:   904.67%
Volatility 1Y:   648.70%
Volatility 3Y:   -