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Soc. Generale Call 46 MO 21.06.20.../  DE000SV44BV5  /

Frankfurt Zert./SG
2024-05-14  8:47:51 AM Chg.-0.002 Bid9:08:58 AM Ask9:08:58 AM Underlying Strike price Expiration date Option type
0.038EUR -5.00% 0.038
Bid Size: 25,000		 0.048
Ask Size: 25,000		 Altria Group Inc 46.00 USD 2024-06-21 Call
 

Master data

WKN: SV44BV
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 46.00 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: 92.64
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.17
Parity: -0.10
Time value: 0.05
Break-even: 43.16
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.35
Theta: -0.01
Omega: 32.04
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+90.00%
3 Months  
+216.67%
YTD  
+58.33%
1 Year
  -88.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.019
1M High / 1M Low: 0.040 0.014
6M High / 6M Low: 0.071 0.010
High (YTD): 2024-03-21 0.071
Low (YTD): 2024-03-04 0.010
52W High: 2023-05-15 0.300
52W Low: 2024-03-04 0.010
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   286.55%
Volatility 6M:   301.75%
Volatility 1Y:   238.44%
Volatility 3Y:   -