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Soc. Generale Call 38 SGM 21.06.2.../  DE000SV49JD5  /

EUWAX
2024-06-14  9:27:18 AM Chg.-0.070 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.310EUR -18.42% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 38.00 - 2024-06-21 Call
 

Master data

WKN: SV49JD
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.74
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.14
Implied volatility: 0.52
Historic volatility: 0.30
Parity: 0.14
Time value: 0.05
Break-even: 39.90
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 1.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.08
Omega: 14.94
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+63.16%
3 Months
  -47.46%
YTD
  -67.71%
1 Year
  -73.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.380 0.086
6M High / 6M Low: 1.010 0.086
High (YTD): 2024-01-02 0.820
Low (YTD): 2024-05-30 0.086
52W High: 2023-07-27 1.480
52W Low: 2024-05-30 0.086
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.459
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   457.72%
Volatility 6M:   278.65%
Volatility 1Y:   212.21%
Volatility 3Y:   -