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Soc. Generale Call 44 MO 21.06.20.../  DE000SV44BU7  /

Frankfurt Zert./SG
5/30/2024  4:01:22 PM Chg.0.000 Bid4:26:46 PM Ask4:26:46 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 150,000		 0.150
Ask Size: 150,000		 Altria Group Inc 44.00 USD 6/21/2024 Call
 

Master data

WKN: SV44BU
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.86
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.11
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.11
Time value: 0.03
Break-even: 42.14
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.76
Theta: -0.02
Omega: 22.74
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+52.17%
3 Months  
+366.67%
YTD  
+185.71%
1 Year
  -54.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.240 0.064
6M High / 6M Low: 0.240 0.021
High (YTD): 5/22/2024 0.240
Low (YTD): 3/4/2024 0.021
52W High: 7/7/2023 0.400
52W Low: 3/4/2024 0.021
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   249.47%
Volatility 6M:   287.71%
Volatility 1Y:   225.23%
Volatility 3Y:   -