OverviewChartNewsTraderScreen

Soc. Generale Call 34 CTP2 21.06..../  DE000SV476A6  /

EUWAX
2024-06-13  9:02:27 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.310EUR - -
Bid Size: -		 -
Ask Size: -		 COMCAST CORP. A D... 34.00 - 2024-06-21 Call
 

Master data

WKN: SV476A
Issuer: Société Générale
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.10
Implied volatility: 1.58
Historic volatility: 0.20
Parity: 0.10
Time value: 0.23
Break-even: 37.30
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 49.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.60
Theta: -0.23
Omega: 6.32
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.370
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -29.55%
1 Month
  -39.22%
3 Months
  -61.25%
YTD
  -67.71%
1 Year
  -65.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.310
1M High / 1M Low: 0.530 0.310
6M High / 6M Low: 1.220 0.310
High (YTD): 2024-02-01 1.220
Low (YTD): 2024-06-13 0.310
52W High: 2023-08-15 1.340
52W Low: 2024-06-13 0.310
Avg. price 1W:   0.377
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.724
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   161.49%
Volatility 6M:   117.38%
Volatility 1Y:   99.46%
Volatility 3Y:   -