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Soc. Generale Call 42 SAX 21.06.2.../  DE000SV7WJD6  /

Frankfurt Zert./SG
2024-05-29  9:12:12 AM Chg.-0.020 Bid9:30:25 AM Ask9:30:25 AM Underlying Strike price Expiration date Option type
2.300EUR -0.86% 2.290
Bid Size: 3,000		 2.360
Ask Size: 3,000		 STROEER SE + CO. KGA... 42.00 - 2024-06-21 Call
 

Master data

WKN: SV7WJD
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2023-06-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.45
Implied volatility: 1.05
Historic volatility: 0.23
Parity: 2.45
Time value: 0.04
Break-even: 66.80
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 2.90%
Delta: 0.97
Theta: -0.03
Omega: 2.59
Rho: 0.03
 

Quote data

Open: 2.300
High: 2.300
Low: 2.300
Previous Close: 2.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+29.21%
3 Months  
+114.95%
YTD  
+78.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.430 2.320
1M High / 1M Low: 2.480 1.760
6M High / 6M Low: 2.480 1.050
High (YTD): 2024-05-21 2.480
Low (YTD): 2024-03-01 1.050
52W High: - -
52W Low: - -
Avg. price 1W:   2.392
Avg. volume 1W:   0.000
Avg. price 1M:   2.136
Avg. volume 1M:   0.000
Avg. price 6M:   1.447
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.12%
Volatility 6M:   72.15%
Volatility 1Y:   -
Volatility 3Y:   -