OverviewChartNewsTraderScreen

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

EUWAX
2024-06-06  9:22:54 AM Chg.-0.09 Bid4:24:26 PM Ask4:24:26 PM Underlying Strike price Expiration date Option type
1.82EUR -4.71% 1.82
Bid Size: 45,000		 1.83
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: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.61%
1 Month  
+30.00%
3 Months  
+213.79%
YTD  
+237.04%
1 Year  
+237.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 1.91
1M High / 1M Low: 2.01 1.37
6M High / 6M Low: 2.01 0.29
High (YTD): 2024-06-03 2.01
Low (YTD): 2024-01-17 0.29
52W High: 2024-06-03 2.01
52W Low: 2024-01-17 0.29
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   0.80
Avg. volume 1Y:   0.00
Volatility 1M:   84.57%
Volatility 6M:   144.07%
Volatility 1Y:   131.76%
Volatility 3Y:   -