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

EUWAX
2024-05-30  9:13:39 AM Chg.-0.15 Bid9:48:19 AM Ask9:48:19 AM Underlying Strike price Expiration date Option type
2.38EUR -5.93% 2.43
Bid Size: 10,000		 2.46
Ask Size: 10,000		 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: 16.86
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.77
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 1.77
Time value: 0.74
Break-even: 4,306.32
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 1.21%
Delta: 0.72
Theta: -3.02
Omega: 12.10
Rho: 1.68
 

Quote data

Open: 2.38
High: 2.38
Low: 2.38
Previous Close: 2.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.74%
1 Month  
+110.62%
3 Months  
+296.67%
YTD  
+395.83%
1 Year  
+395.83%
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:   2.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   0.00
Avg. price 1Y:   0.59
Avg. volume 1Y:   0.00
Volatility 1M:   265.82%
Volatility 6M:   343.90%
Volatility 1Y:   294.75%
Volatility 3Y:   -