OverviewChartNewsTraderScreen

Soc. Generale Call 115 GXI 21.06..../  DE000SV49B05  /

Frankfurt Zert./SG
31/05/2024  21:44:40 Chg.+0.020 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.081EUR +32.79% 0.086
Bid Size: 10,000		 0.100
Ask Size: 10,000		 GERRESHEIMER AG 115.00 EUR 21/06/2024 Call
 

Master data

WKN: SV49B0
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 140.55
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.40
Parity: -1.24
Time value: 0.07
Break-even: 115.73
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 7.11
Spread abs.: 0.01
Spread %: 15.87%
Delta: 0.14
Theta: -0.06
Omega: 20.25
Rho: 0.01
 

Quote data

Open: 0.057
High: 0.085
Low: 0.057
Previous Close: 0.061
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -49.38%
1 Month
  -46.00%
3 Months
  -87.14%
YTD
  -80.71%
1 Year
  -94.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.061
1M High / 1M Low: 0.190 0.017
6M High / 6M Low: 0.810 0.017
High (YTD): 06/03/2024 0.810
Low (YTD): 22/05/2024 0.017
52W High: 01/09/2023 2.130
52W Low: 22/05/2024 0.017
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   2,358.38%
Volatility 6M:   1,038.46%
Volatility 1Y:   744.15%
Volatility 3Y:   -