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Soc. Generale Call 36 CTP2 21.06..../  DE000SV44DJ6  /

EUWAX
6/13/2024  9:46:56 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -		 -
Ask Size: -		 COMCAST CORP. A D... 36.00 - 6/21/2024 Call
 

Master data

WKN: SV44DJ
Issuer: Société Générale
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.34
Historic volatility: 0.20
Parity: -0.16
Time value: 0.17
Break-even: 37.70
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.43
Theta: -0.59
Omega: 8.66
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.200
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -56.25%
3 Months
  -79.10%
YTD
  -82.72%
1 Year
  -81.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 1.050 0.140
High (YTD): 2/1/2024 1.050
Low (YTD): 6/13/2024 0.140
52W High: 8/15/2023 1.170
52W Low: 6/13/2024 0.140
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   249.11%
Volatility 6M:   159.03%
Volatility 1Y:   128.21%
Volatility 3Y:   -