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Soc. Generale Call 44 0B2 21.06.2.../  DE000SV6DJ52  /

Frankfurt Zert./SG
2024-06-12  9:43:13 PM Chg.+0.080 Bid9:55:15 PM Ask2024-06-12 Underlying Strike price Expiration date Option type
1.490EUR +5.67% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 44.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6DJ5
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 1.39
Historic volatility: 0.24
Parity: 1.43
Time value: 0.06
Break-even: 58.80
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.05
Spread %: 3.50%
Delta: 0.92
Theta: -0.11
Omega: 3.62
Rho: 0.01
 

Quote data

Open: 1.410
High: 1.570
Low: 1.410
Previous Close: 1.410
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -7.45%
1 Month  
+6.43%
3 Months  
+41.90%
YTD  
+170.91%
1 Year  
+129.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 1.410
1M High / 1M Low: 1.750 1.380
6M High / 6M Low: 1.750 0.340
High (YTD): 2024-05-28 1.750
Low (YTD): 2024-01-17 0.340
52W High: 2024-05-28 1.750
52W Low: 2023-10-27 0.210
Avg. price 1W:   1.520
Avg. volume 1W:   0.000
Avg. price 1M:   1.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   91.02%
Volatility 6M:   137.74%
Volatility 1Y:   135.00%
Volatility 3Y:   -