Soc. Generale Call 32 RNL 21.06.2024
/ DE000SV49FR3
Soc. Generale Call 32 RNL 21.06.2.../ DE000SV49FR3 /
| 2024-06-06 9:47:32 PM |
Chg.-0.040 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-1.98% |
1.970
Bid Size: 4,000 |
2.030
Ask Size: 4,000 |
RENAULT INH. EO... |
32.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV49FR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.29 |
| Parity: |
2.02 |
| Time value: |
0.05 |
| Break-even: |
52.70 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.95 |
| Theta: |
-0.06 |
| Omega: |
2.39 |
| Rho: |
0.01 |
Quote data
| Open: |
2.010 |
| High: |
2.020 |
| Low: |
1.950 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+23.75% |
| 3 Months |
|
|
+164.00% |
| YTD |
|
|
+186.96% |
| 1 Year |
|
|
+204.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
2.020 |
| 1M High / 1M Low: |
2.160 |
1.540 |
| 6M High / 6M Low: |
2.160 |
0.400 |
| High (YTD): |
2024-05-30 |
2.160 |
| Low (YTD): |
2024-01-17 |
0.400 |
| 52W High: |
2024-05-30 |
2.160 |
| 52W Low: |
2024-01-17 |
0.400 |
| Avg. price 1W: |
|
2.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.945 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
82.45% |
| Volatility 6M: |
|
111.16% |
| Volatility 1Y: |
|
109.33% |
| Volatility 3Y: |
|
- |
