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Soc. Generale Call 4.5 BSD2 21.06.../  DE000SV1QAB4  /

EUWAX
11/06/2024  08:52:20 Chg.+0.040 Bid20:17:51 Ask20:17:51 Underlying Strike price Expiration date Option type
0.250EUR +19.05% 0.180
Bid Size: 10,000		 0.200
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 4.50 EUR 21/06/2024 Call
 

Master data

WKN: SV1QAB
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 21/06/2024
Issue date: 02/03/2023
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 17.45
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.21
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.21
Time value: 0.06
Break-even: 4.77
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.75
Theta: -0.01
Omega: 13.06
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -30.56%
3 Months  
+362.96%
YTD  
+233.33%
1 Year  
+273.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.210
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 0.440 0.027
High (YTD): 29/04/2024 0.440
Low (YTD): 19/02/2024 0.027
52W High: 29/04/2024 0.440
52W Low: 19/02/2024 0.027
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.116
Avg. volume 1Y:   0.000
Volatility 1M:   281.78%
Volatility 6M:   227.92%
Volatility 1Y:   196.32%
Volatility 3Y:   -