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Soc. Generale Call 36 RNL 21.06.2.../  DE000SV49FT9  /

EUWAX
2024-05-31  9:22:46 AM Chg.0.00 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.77EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 RENAULT INH. EO... 36.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FT
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.76
Implied volatility: 1.14
Historic volatility: 0.29
Parity: 1.76
Time value: 0.04
Break-even: 54.00
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.95
Theta: -0.04
Omega: 2.82
Rho: 0.02
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.21%
1 Month  
+32.09%
3 Months  
+276.60%
YTD  
+321.43%
1 Year  
+365.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.77 1.39
1M High / 1M Low: 1.77 1.17
6M High / 6M Low: 1.77 0.20
High (YTD): 2024-05-31 1.77
Low (YTD): 2024-01-17 0.20
52W High: 2024-05-31 1.77
52W Low: 2024-01-17 0.20
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.65
Avg. volume 1Y:   0.00
Volatility 1M:   93.63%
Volatility 6M:   170.69%
Volatility 1Y:   148.86%
Volatility 3Y:   -