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Soc. Generale Call 14 INN1 21.06..../  DE000SV49C79  /

Frankfurt Zert./SG
2024-06-04  9:46:19 PM Chg.-0.380 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
2.120EUR -15.20% 2.130
Bid Size: 2,000		 2.210
Ask Size: 2,000		 ING GROEP NV EO... 14.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49C7
Issuer: Société Générale
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 2.47
Implied volatility: 0.57
Historic volatility: 0.21
Parity: 2.47
Time value: 0.10
Break-even: 16.57
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.92
Theta: -0.01
Omega: 5.89
Rho: 0.01
 

Quote data

Open: 2.510
High: 2.510
Low: 2.100
Previous Close: 2.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month  
+1.44%
3 Months  
+1015.79%
YTD  
+216.42%
1 Year  
+231.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.120
1M High / 1M Low: 2.630 2.120
6M High / 6M Low: 2.630 0.100
High (YTD): 2024-05-21 2.630
Low (YTD): 2024-02-08 0.100
52W High: 2024-05-21 2.630
52W Low: 2024-02-08 0.100
Avg. price 1W:   2.340
Avg. volume 1W:   0.000
Avg. price 1M:   2.348
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   0.839
Avg. volume 1Y:   0.000
Volatility 1M:   101.40%
Volatility 6M:   219.83%
Volatility 1Y:   175.95%
Volatility 3Y:   -