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Soc. Generale Call 16 TRIP 20.09..../  DE000SV44KA0  /

Frankfurt Zert./SG
2024-06-06  9:36:49 PM Chg.+0.390 Bid9:58:40 PM Ask- Underlying Strike price Expiration date Option type
3.120EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 TripAdvisor Inc 16.00 USD 2024-09-20 Call
 

Master data

WKN: SV44KA
Issuer: Société Générale
Currency: EUR
Underlying: TripAdvisor Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.02
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 1.67
Implied volatility: 0.50
Historic volatility: 0.44
Parity: 1.67
Time value: 1.05
Break-even: 17.43
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.01
Omega: 4.32
Rho: 0.03
 

Quote data

Open: 2.390
High: 3.150
Low: 2.380
Previous Close: 2.730
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -0.95%
1 Month
  -67.09%
3 Months
  -69.94%
YTD
  -51.48%
1 Year
  -27.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.150 2.730
1M High / 1M Low: 9.480 2.650
6M High / 6M Low: 11.760 2.650
High (YTD): 2024-02-15 11.760
Low (YTD): 2024-05-27 2.650
52W High: 2024-02-15 11.760
52W Low: 2023-11-01 2.330
Avg. price 1W:   2.994
Avg. volume 1W:   0.000
Avg. price 1M:   3.430
Avg. volume 1M:   0.000
Avg. price 6M:   7.529
Avg. volume 6M:   0.000
Avg. price 1Y:   5.614
Avg. volume 1Y:   0.000
Volatility 1M:   244.52%
Volatility 6M:   139.67%
Volatility 1Y:   126.70%
Volatility 3Y:   -