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Soc. Generale Call 360 DCO 21.06..../  DE000SV44D57  /

EUWAX
2024-06-13  9:46:54 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 DEERE CO. ... 360.00 - 2024-06-21 Call
 

Master data

WKN: SV44D5
Issuer: Société Générale
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.70
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.20
Parity: -0.69
Time value: 1.08
Break-even: 370.80
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 18.56
Spread abs.: -0.62
Spread %: -36.47%
Delta: 0.44
Theta: -1.15
Omega: 14.49
Rho: 0.02
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.720
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -30.33%
1 Month
  -82.93%
3 Months
  -72.84%
YTD
  -84.14%
1 Year
  -89.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.720
1M High / 1M Low: 4.980 0.720
6M High / 6M Low: 5.510 0.720
High (YTD): 2024-01-02 5.510
Low (YTD): 2024-06-12 0.720
52W High: 2023-07-25 10.550
52W Low: 2024-06-12 0.720
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   1.810
Avg. volume 1M:   0.000
Avg. price 6M:   3.692
Avg. volume 6M:   0.000
Avg. price 1Y:   5.117
Avg. volume 1Y:   .394
Volatility 1M:   319.07%
Volatility 6M:   177.42%
Volatility 1Y:   149.66%
Volatility 3Y:   -