Soc. Generale Call 40 0B2 21.06.2024
/ DE000SV6EG47
Soc. Generale Call 40 0B2 21.06.2.../ DE000SV6EG47 /
24/05/2024 08:21:45 |
Chg.+0.01 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
+0.50% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
SV6EG4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.94 |
Historic volatility: |
0.24 |
Parity: |
2.16 |
Time value: |
0.04 |
Break-even: |
61.90 |
Moneyness: |
1.54 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.05 |
Spread %: |
2.34% |
Delta: |
0.97 |
Theta: |
-0.03 |
Omega: |
2.71 |
Rho: |
0.03 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
2.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.04% |
1 Month |
|
|
+13.41% |
3 Months |
|
|
+93.33% |
YTD |
|
|
+141.67% |
1 Year |
|
|
+150.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.04 |
1.91 |
1M High / 1M Low: |
2.04 |
1.51 |
6M High / 6M Low: |
2.04 |
0.63 |
High (YTD): |
22/05/2024 |
2.04 |
Low (YTD): |
17/01/2024 |
0.63 |
52W High: |
22/05/2024 |
2.04 |
52W Low: |
27/10/2023 |
0.39 |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.97 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
89.75% |
Volatility 6M: |
|
102.67% |
Volatility 1Y: |
|
105.30% |
Volatility 3Y: |
|
- |