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Soc. Generale Call 44 SAX 21.06.2.../  DE000SV6W567  /

Frankfurt Zert./SG
2024-06-03  9:49:05 PM Chg.-0.020 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
2.110EUR -0.94% 2.110
Bid Size: 1,500		 2.180
Ask Size: 1,500		 STROEER SE + CO. KGA... 44.00 - 2024-06-21 Call
 

Master data

WKN: SV6W56
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 2.15
Implied volatility: 1.37
Historic volatility: 0.23
Parity: 2.15
Time value: 0.08
Break-even: 66.30
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 3.24%
Delta: 0.93
Theta: -0.08
Omega: 2.73
Rho: 0.02
 

Quote data

Open: 2.150
High: 2.150
Low: 2.080
Previous Close: 2.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.96%
1 Month  
+17.88%
3 Months  
+139.77%
YTD  
+86.73%
1 Year  
+154.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 2.040
1M High / 1M Low: 2.280 1.630
6M High / 6M Low: 2.280 0.880
High (YTD): 2024-05-21 2.280
Low (YTD): 2024-03-01 0.880
52W High: 2024-05-21 2.280
52W Low: 2023-10-05 0.420
Avg. price 1W:   2.112
Avg. volume 1W:   0.000
Avg. price 1M:   2.008
Avg. volume 1M:   0.000
Avg. price 6M:   1.292
Avg. volume 6M:   0.000
Avg. price 1Y:   0.948
Avg. volume 1Y:   0.000
Volatility 1M:   92.84%
Volatility 6M:   81.59%
Volatility 1Y:   109.70%
Volatility 3Y:   -