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Soc. Generale Call 12 IBE1 21.06..../  DE000SV49C04  /

EUWAX
13/05/2024  09:24:45 Chg.+0.030 Bid20:11:51 Ask20:11:51 Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.410
Bid Size: 7,400		 0.440
Ask Size: 7,400		 IBERDROLA INH. EO... 12.00 EUR 21/06/2024 Call
 

Master data

WKN: SV49C0
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.13
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.21
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.21
Time value: 0.24
Break-even: 12.45
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.65
Theta: 0.00
Omega: 17.52
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.00%
1 Month  
+168.75%
3 Months  
+186.67%
YTD
  -21.82%
1 Year
  -50.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.200
1M High / 1M Low: 0.400 0.140
6M High / 6M Low: 0.650 0.079
High (YTD): 08/01/2024 0.650
Low (YTD): 28/02/2024 0.079
52W High: 04/07/2023 0.880
52W Low: 28/02/2024 0.079
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   0.000
Volatility 1M:   259.25%
Volatility 6M:   200.81%
Volatility 1Y:   187.80%
Volatility 3Y:   -