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Soc. Generale Call 16 TRIP 21.06..../  DE000SV44J85  /

Frankfurt Zert./SG
17/05/2024  15:38:50 Chg.-0.120 Bid16:23:58 Ask- Underlying Strike price Expiration date Option type
2.540EUR -4.51% 2.460
Bid Size: 4,000		 -
Ask Size: -		 TripAdvisor Inc 16.00 USD 21/06/2024 Call
 

Master data

WKN: SV44J8
Issuer: Société Générale
Currency: EUR
Underlying: TripAdvisor Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 21/06/2024
Issue date: 08/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 2.66
Intrinsic value: 2.48
Implied volatility: 0.46
Historic volatility: 0.45
Parity: 2.48
Time value: 0.20
Break-even: 17.40
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.01
Omega: 5.66
Rho: 0.01
 

Quote data

Open: 2.210
High: 2.540
Low: 2.170
Previous Close: 2.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.90%
1 Month
  -71.87%
3 Months
  -74.98%
YTD
  -56.80%
1 Year
  -26.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.070 2.230
1M High / 1M Low: 10.760 2.230
6M High / 6M Low: 11.190 2.230
High (YTD): 15/02/2024 11.190
Low (YTD): 10/05/2024 2.230
52W High: 15/02/2024 11.190
52W Low: 01/11/2023 1.830
Avg. price 1W:   2.722
Avg. volume 1W:   0.000
Avg. price 1M:   7.189
Avg. volume 1M:   0.000
Avg. price 6M:   7.270
Avg. volume 6M:   0.000
Avg. price 1Y:   5.175
Avg. volume 1Y:   0.000
Volatility 1M:   287.07%
Volatility 6M:   156.54%
Volatility 1Y:   143.40%
Volatility 3Y:   -