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Soc. Generale Call 38 DHL 21.06.2.../  DE000SN08682  /

Frankfurt Zert./SG
2024-06-03  9:16:07 AM Chg.+0.040 Bid5:39:37 PM Ask5:39:37 PM Underlying Strike price Expiration date Option type
0.140EUR +40.00% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 DEUTSCHE POST AG NA ... 38.00 EUR 2024-06-21 Call
 

Master data

WKN: SN0868
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-06-21
Issue date: 2022-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.16
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.07
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 0.07
Time value: 0.09
Break-even: 39.60
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.61
Theta: -0.03
Omega: 14.76
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.22%
3 Months
  -74.55%
YTD
  -82.72%
1 Year
  -81.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.090
1M High / 1M Low: 0.270 0.090
6M High / 6M Low: 0.980 0.090
High (YTD): 2024-01-12 0.820
Low (YTD): 2024-05-30 0.090
52W High: 2023-07-31 1.070
52W Low: 2024-05-30 0.090
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.451
Avg. volume 6M:   40.650
Avg. price 1Y:   0.541
Avg. volume 1Y:   19.841
Volatility 1M:   339.11%
Volatility 6M:   203.25%
Volatility 1Y:   165.58%
Volatility 3Y:   -