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Soc. Generale Call 34 RNL 21.06.2.../  DE000SV49FS1  /

Frankfurt Zert./SG
2024-06-06  1:10:38 PM Chg.-0.030 Bid1:29:34 PM Ask1:29:34 PM Underlying Strike price Expiration date Option type
1.770EUR -1.67% 1.770
Bid Size: 45,000		 1.780
Ask Size: 45,000		 RENAULT INH. EO... 34.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FS
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.82
Implied volatility: 1.48
Historic volatility: 0.29
Parity: 1.82
Time value: 0.05
Break-even: 52.70
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.94
Theta: -0.06
Omega: 2.63
Rho: 0.01
 

Quote data

Open: 1.820
High: 1.820
Low: 1.770
Previous Close: 1.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.69%
1 Month  
+25.53%
3 Months  
+205.17%
YTD  
+221.82%
1 Year  
+227.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.800
1M High / 1M Low: 1.960 1.350
6M High / 6M Low: 1.960 0.290
High (YTD): 2024-05-30 1.960
Low (YTD): 2024-01-17 0.290
52W High: 2024-05-30 1.960
52W Low: 2024-01-17 0.290
Avg. price 1W:   1.900
Avg. volume 1W:   0.000
Avg. price 1M:   1.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.945
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   93.40%
Volatility 6M:   129.30%
Volatility 1Y:   124.17%
Volatility 3Y:   -