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

Frankfurt Zert./SG
5/20/2024  9:41:17 PM Chg.+0.130 Bid9:59:58 PM Ask- Underlying Strike price Expiration date Option type
2.360EUR +5.83% 2.480
Bid Size: 2,000		 -
Ask Size: -		 TripAdvisor Inc 16.00 USD 6/21/2024 Call
 

Master data

WKN: SV44J8
Issuer: Société Générale
Currency: EUR
Underlying: TripAdvisor Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.64
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 1.93
Implied volatility: 0.46
Historic volatility: 0.45
Parity: 1.93
Time value: 0.25
Break-even: 16.90
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.01
Omega: 6.43
Rho: 0.01
 

Quote data

Open: 1.820
High: 2.360
Low: 1.720
Previous Close: 2.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.13%
1 Month
  -72.43%
3 Months
  -76.84%
YTD
  -59.86%
1 Year
  -31.79%
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): 2/15/2024 11.190
Low (YTD): 5/17/2024 2.230
52W High: 2/15/2024 11.190
52W Low: 11/1/2023 1.830
Avg. price 1W:   2.652
Avg. volume 1W:   0.000
Avg. price 1M:   6.455
Avg. volume 1M:   0.000
Avg. price 6M:   7.235
Avg. volume 6M:   0.000
Avg. price 1Y:   5.172
Avg. volume 1Y:   0.000
Volatility 1M:   297.82%
Volatility 6M:   158.38%
Volatility 1Y:   144.45%
Volatility 3Y:   -