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Soc. Generale Call 4000 GIVN 21.0.../  DE000SV48YT2  /

EUWAX
2024-05-29  9:21:14 AM Chg.-0.37 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.53EUR -12.76% -
Bid Size: -		 -
Ask Size: -		 GIVAUDAN N 4,000.00 CHF 2024-06-21 Call
 

Master data

WKN: SV48YT
Issuer: Société Générale
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,000.00 CHF
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.80
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 1.79
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 1.79
Time value: 0.72
Break-even: 4,288.87
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 1.21%
Delta: 0.72
Theta: -2.83
Omega: 12.16
Rho: 1.76
 

Quote data

Open: 2.53
High: 2.53
Low: 2.53
Previous Close: 2.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.96%
1 Month  
+99.21%
3 Months  
+321.67%
YTD  
+427.08%
1 Year  
+396.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.90 2.13
1M High / 1M Low: 2.90 0.80
6M High / 6M Low: 2.90 0.20
High (YTD): 2024-05-28 2.90
Low (YTD): 2024-01-24 0.20
52W High: 2024-05-28 2.90
52W Low: 2023-09-18 0.08
Avg. price 1W:   2.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.58
Avg. volume 1Y:   0.00
Volatility 1M:   264.39%
Volatility 6M:   343.18%
Volatility 1Y:   294.49%
Volatility 3Y:   -