Soc. Generale Call 46 MO 21.06.2024
/ DE000SV44BV5
Soc. Generale Call 46 MO 21.06.20.../ DE000SV44BV5 /
30/05/2024 19:23:57 |
Chg.+0.002 |
Bid19:32:34 |
Ask19:32:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
+6.45% |
0.033 Bid Size: 250,000 |
0.043 Ask Size: 250,000 |
Altria Group Inc |
46.00 USD |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
08/05/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
116.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-0.08 |
Time value: |
0.04 |
Break-even: |
42.95 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
38.46% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
39.75 |
Rho: |
0.01 |
Quote data
Open: |
0.021 |
High: |
0.033 |
Low: |
0.021 |
Previous Close: |
0.031 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
+153.85% |
YTD |
|
|
+37.50% |
1 Year |
|
|
-85.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.030 |
1M High / 1M Low: |
0.086 |
0.016 |
6M High / 6M Low: |
0.086 |
0.010 |
High (YTD): |
21/05/2024 |
0.086 |
Low (YTD): |
04/03/2024 |
0.010 |
52W High: |
07/07/2023 |
0.290 |
52W Low: |
04/03/2024 |
0.010 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.032 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.092 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
366.00% |
Volatility 6M: |
|
321.17% |
Volatility 1Y: |
|
250.75% |
Volatility 3Y: |
|
- |