OverviewChartNewsTraderScreen

Soc. Generale Call 38 NWT 21.06.2.../  DE000SV44LC4  /

EUWAX
6/12/2024  9:51:53 AM Chg.-0.07 Bid10:53:12 AM Ask10:53:12 AM Underlying Strike price Expiration date Option type
1.70EUR -3.95% 1.72
Bid Size: 7,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 38.00 - 6/21/2024 Call
 

Master data

WKN: SV44LC
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 2.84
Historic volatility: 0.20
Parity: 1.52
Time value: 0.26
Break-even: 55.80
Moneyness: 1.40
Premium: 0.05
Premium p.a.: 5.96
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.33
Omega: 2.50
Rho: 0.01
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.61%
1 Month
  -19.43%
3 Months
  -1.73%
YTD  
+53.15%
1 Year  
+123.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.73
1M High / 1M Low: 2.18 1.73
6M High / 6M Low: 2.18 0.83
High (YTD): 5/16/2024 2.18
Low (YTD): 1/18/2024 0.83
52W High: 5/16/2024 2.18
52W Low: 10/27/2023 0.43
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   1.54
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   42.65%
Volatility 6M:   76.84%
Volatility 1Y:   86.64%
Volatility 3Y:   -