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Soc. Generale Call 4.2 BSD2 21.06.../  DE000SV488A1  /

Frankfurt Zert./SG
2024-06-10  11:08:41 AM Chg.-0.050 Bid11:27:08 AM Ask11:27:08 AM Underlying Strike price Expiration date Option type
0.490EUR -9.26% 0.480
Bid Size: 40,000		 0.490
Ask Size: 40,000		 BCO SANTANDER N.EO0,... 4.20 EUR 2024-06-21 Call
 

Master data

WKN: SV488A
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.20 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.53
Implied volatility: 0.55
Historic volatility: 0.23
Parity: 0.53
Time value: 0.03
Break-even: 4.76
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.90
Theta: 0.00
Omega: 7.64
Rho: 0.00
 

Quote data

Open: 0.480
High: 0.510
Low: 0.480
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.76%
1 Month
  -15.52%
3 Months  
+345.45%
YTD  
+250.00%
1 Year  
+390.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.700 0.510
6M High / 6M Low: 0.700 0.056
High (YTD): 2024-05-17 0.700
Low (YTD): 2024-02-16 0.056
52W High: 2024-05-17 0.700
52W Low: 2024-02-16 0.056
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.206
Avg. volume 1Y:   0.000
Volatility 1M:   117.38%
Volatility 6M:   191.10%
Volatility 1Y:   177.72%
Volatility 3Y:   -