Soc. Generale Call 3.6 BSD2 21.06.2024
/ DE000SV48780
Soc. Generale Call 3.6 BSD2 21.06.../ DE000SV48780 /
| 5/17/2024 9:27:26 AM |
Chg.-0.01 |
Bid10:00:47 PM |
Ask10:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-0.81% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.60 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SV4878 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
5/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.05 |
| Break-even: |
4.91 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
3.45 |
| Rho: |
0.00 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.24% |
| 1 Month |
|
|
+39.77% |
| 3 Months |
|
|
+324.14% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
+373.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.15 |
| 1M High / 1M Low: |
1.29 |
0.88 |
| 6M High / 6M Low: |
1.29 |
0.24 |
| High (YTD): |
4/29/2024 |
1.29 |
| Low (YTD): |
1/30/2024 |
0.24 |
| 52W High: |
4/29/2024 |
1.29 |
| 52W Low: |
6/23/2023 |
0.17 |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
103.15% |
| Volatility 6M: |
|
120.59% |
| Volatility 1Y: |
|
128.22% |
| Volatility 3Y: |
|
- |
