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

EUWAX
2024-05-31  6:09:42 PM Chg.+0.090 Bid7:38:10 PM Ask7:38:10 PM Underlying Strike price Expiration date Option type
0.370EUR +32.14% 0.350
Bid Size: 8,600		 0.390
Ask Size: 8,600		 GERRESHEIMER AG 105.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49BZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
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: 0.270
High: 0.370
Low: 0.270
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.19%
1 Month
  -9.76%
3 Months
  -68.91%
YTD
  -47.89%
1 Year
  -79.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.270
1M High / 1M Low: 0.530 0.069
6M High / 6M Low: 1.310 0.069
High (YTD): 2024-03-06 1.310
Low (YTD): 2024-05-22 0.069
52W High: 2023-09-01 2.760
52W Low: 2024-05-22 0.069
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
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:   2,107.15%
Volatility 6M:   913.67%
Volatility 1Y:   654.91%
Volatility 3Y:   -