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Soc. Generale Call 250 MUV2 21.06.../  DE000SN31YB3  /

Frankfurt Zert./SG
2024-06-10  12:08:03 PM Chg.-0.200 Bid12:42:17 PM Ask12:42:17 PM Underlying Strike price Expiration date Option type
20.890EUR -0.95% 20.980
Bid Size: 9,000		 21.030
Ask Size: 9,000		 MUENCH.RUECKVERS.VNA... 250.00 EUR 2024-06-21 Call
 

Master data

WKN: SN31YB
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.17
Leverage: Yes

Calculated values

Fair value: 21.23
Intrinsic value: 21.20
Implied volatility: 1.59
Historic volatility: 0.17
Parity: 21.20
Time value: 0.07
Break-even: 462.70
Moneyness: 1.85
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.24%
Delta: 0.99
Theta: -0.17
Omega: 2.15
Rho: 0.07
 

Quote data

Open: 20.900
High: 21.170
Low: 20.790
Previous Close: 21.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.97%
1 Month  
+2.70%
3 Months  
+10.70%
YTD  
+60.69%
1 Year  
+139.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.220 19.980
1M High / 1M Low: 21.240 19.540
6M High / 6M Low: 21.240 12.800
High (YTD): 2024-05-27 21.240
Low (YTD): 2024-01-11 12.800
52W High: 2024-05-27 21.240
52W Low: 2023-07-10 8.820
Avg. price 1W:   20.752
Avg. volume 1W:   0.000
Avg. price 1M:   20.610
Avg. volume 1M:   0.000
Avg. price 6M:   16.907
Avg. volume 6M:   0.000
Avg. price 1Y:   14.258
Avg. volume 1Y:   0.000
Volatility 1M:   36.81%
Volatility 6M:   48.20%
Volatility 1Y:   44.72%
Volatility 3Y:   -