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Soc. Generale Call 4.4 TNE5 21.06.../  DE000SV49JY1  /

EUWAX
2024-06-05  9:24:15 AM Chg.+0.034 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.096EUR +54.84% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 4.40 EUR 2024-06-21 Call
 

Master data

WKN: SV49JY
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.40 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 40.50
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.06
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.06
Time value: 0.06
Break-even: 4.51
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 15.79%
Delta: 0.64
Theta: 0.00
Omega: 25.82
Rho: 0.00
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+638.46%
1 Month  
+31.51%
3 Months  
+190.91%
YTD  
+200.00%
1 Year
  -36.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.013
1M High / 1M Low: 0.096 0.010
6M High / 6M Low: 0.110 0.010
High (YTD): 2024-06-05 0.096
Low (YTD): 2024-05-28 0.010
52W High: 2023-09-20 0.190
52W Low: 2024-05-28 0.010
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.066
Avg. volume 1Y:   0.000
Volatility 1M:   671.22%
Volatility 6M:   359.69%
Volatility 1Y:   278.58%
Volatility 3Y:   -