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Soc. Generale Call 420 LOR 21.06..../  DE000SV49D11  /

Frankfurt Zert./SG
2024-05-31  4:47:55 PM Chg.+0.330 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
3.020EUR +12.27% 3.020
Bid Size: 7,000		 3.070
Ask Size: 7,000		 L OREAL INH. E... 420.00 - 2024-06-21 Call
 

Master data

WKN: SV49D1
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.18
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 2.47
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 2.47
Time value: 0.46
Break-even: 449.30
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.20
Spread %: 7.33%
Delta: 0.80
Theta: -0.25
Omega: 12.18
Rho: 0.19
 

Quote data

Open: 2.720
High: 3.020
Low: 2.640
Previous Close: 2.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.72%
1 Month  
+10.62%
3 Months
  -9.58%
YTD
  -39.24%
1 Year
  -17.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.980 2.250
1M High / 1M Low: 4.020 2.250
6M High / 6M Low: 5.210 1.230
High (YTD): 2024-02-05 5.210
Low (YTD): 2024-04-15 1.230
52W High: 2024-02-05 5.210
52W Low: 2024-04-15 1.230
Avg. price 1W:   2.720
Avg. volume 1W:   0.000
Avg. price 1M:   3.141
Avg. volume 1M:   0.000
Avg. price 6M:   3.352
Avg. volume 6M:   0.000
Avg. price 1Y:   3.250
Avg. volume 1Y:   0.000
Volatility 1M:   149.09%
Volatility 6M:   182.10%
Volatility 1Y:   157.10%
Volatility 3Y:   -