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Soc. Generale Call 440 LOR 21.06..../  DE000SV49D29  /

Frankfurt Zert./SG
2024-05-31  4:13:45 PM Chg.+0.210 Bid4:18:38 PM Ask4:18:38 PM Underlying Strike price Expiration date Option type
1.380EUR +17.95% 1.330
Bid Size: 10,000		 1.350
Ask Size: 10,000		 L OREAL INH. E... 440.00 - 2024-06-21 Call
 

Master data

WKN: SV49D2
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.21
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.47
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.47
Time value: 0.83
Break-even: 453.00
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 8.33%
Delta: 0.60
Theta: -0.26
Omega: 20.55
Rho: 0.15
 

Quote data

Open: 1.180
High: 1.380
Low: 1.090
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.82%
1 Month
  -6.12%
3 Months
  -34.91%
YTD
  -61.98%
1 Year
  -50.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.860
1M High / 1M Low: 2.360 0.860
6M High / 6M Low: 3.810 0.660
High (YTD): 2024-02-05 3.810
Low (YTD): 2024-04-15 0.660
52W High: 2024-02-05 3.810
52W Low: 2024-04-15 0.660
Avg. price 1W:   1.220
Avg. volume 1W:   0.000
Avg. price 1M:   1.640
Avg. volume 1M:   0.000
Avg. price 6M:   2.149
Avg. volume 6M:   0.000
Avg. price 1Y:   2.216
Avg. volume 1Y:   0.000
Volatility 1M:   240.64%
Volatility 6M:   215.83%
Volatility 1Y:   182.05%
Volatility 3Y:   -