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

EUWAX
2024-05-28  9:19:38 AM Chg.-0.010 Bid10:16:08 AM Ask10:16:08 AM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 10,000		 0.160
Ask Size: 10,000		 Altria Group Inc 44.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.18
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.14
Implied volatility: 0.14
Historic volatility: 0.17
Parity: 0.14
Time value: 0.02
Break-even: 42.11
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.84
Theta: -0.01
Omega: 22.06
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month  
+77.22%
3 Months  
+337.50%
YTD  
+174.51%
1 Year
  -58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.230 0.067
6M High / 6M Low: 0.230 0.022
High (YTD): 2024-05-23 0.230
Low (YTD): 2024-03-05 0.022
52W High: 2023-07-07 0.400
52W Low: 2024-03-05 0.022
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   248.41%
Volatility 6M:   280.31%
Volatility 1Y:   221.26%
Volatility 3Y:   -