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Soc. Generale Call 230 MUV2 21.06.../  DE000SN31X90  /

EUWAX
2024-05-29  9:53:58 AM Chg.-0.57 Bid12:04:44 PM Ask12:04:44 PM Underlying Strike price Expiration date Option type
22.79EUR -2.44% 22.95
Bid Size: 9,000		 23.01
Ask Size: 9,000		 MUENCH.RUECKVERS.VNA... 230.00 EUR 2024-06-21 Call
 

Master data

WKN: SN31X9
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 230.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 22.97
Intrinsic value: 22.92
Implied volatility: 1.31
Historic volatility: 0.17
Parity: 22.92
Time value: 0.12
Break-even: 460.40
Moneyness: 2.00
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.26%
Delta: 0.99
Theta: -0.12
Omega: 1.97
Rho: 0.14
 

Quote data

Open: 22.79
High: 22.79
Low: 22.79
Previous Close: 23.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.40%
1 Month  
+22.00%
3 Months  
+13.84%
YTD  
+52.34%
1 Year  
+98.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 23.41 22.55
1M High / 1M Low: 23.41 17.65
6M High / 6M Low: 23.41 14.68
High (YTD): 2024-05-27 23.41
Low (YTD): 2024-01-11 14.68
52W High: 2024-05-27 23.41
52W Low: 2023-06-09 10.42
Avg. price 1W:   23.17
Avg. volume 1W:   0.00
Avg. price 1M:   21.21
Avg. volume 1M:   0.00
Avg. price 6M:   18.52
Avg. volume 6M:   0.00
Avg. price 1Y:   15.80
Avg. volume 1Y:   0.00
Volatility 1M:   48.00%
Volatility 6M:   41.99%
Volatility 1Y:   39.59%
Volatility 3Y:   -