Soc. Generale Call 4.5 BSD2 21.06.2024
/ DE000SV1QAB4
Soc. Generale Call 4.5 BSD2 21.06.../ DE000SV1QAB4 /
| 6/12/2024 8:52:27 AM |
Chg.-0.060 |
Bid2:30:06 PM |
Ask2:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-24.00% |
0.200
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
BCO SANTANDER N.EO0,... |
4.50 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/2/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.09 |
| Break-even: |
4.70 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
14.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.67% |
| 1 Month |
|
|
-47.22% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
+153.33% |
| 1 Year |
|
|
+192.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
0.440 |
0.027 |
| High (YTD): |
4/29/2024 |
0.440 |
| Low (YTD): |
2/19/2024 |
0.027 |
| 52W High: |
4/29/2024 |
0.440 |
| 52W Low: |
2/19/2024 |
0.027 |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.117 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
283.04% |
| Volatility 6M: |
|
228.79% |
| Volatility 1Y: |
|
196.72% |
| Volatility 3Y: |
|
- |
