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Soc. Generale Call 46 SAX 21.06.2.../  DE000SV49JJ2  /

Frankfurt Zert./SG
2024-06-03  9:40:44 PM Chg.-0.030 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
1.910EUR -1.55% -
Bid Size: -		 -
Ask Size: -		 STROEER SE + CO. KGA... 46.00 - 2024-06-21 Call
 

Master data

WKN: SV49JJ
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.95
Implied volatility: 1.25
Historic volatility: 0.23
Parity: 1.95
Time value: 0.08
Break-even: 66.30
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 3.57%
Delta: 0.92
Theta: -0.08
Omega: 2.98
Rho: 0.02
 

Quote data

Open: 1.950
High: 1.950
Low: 1.880
Previous Close: 1.940
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -0.52%
1 Month  
+20.13%
3 Months  
+151.32%
YTD  
+98.96%
1 Year  
+161.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.940 1.840
1M High / 1M Low: 2.080 1.430
6M High / 6M Low: 2.080 0.720
High (YTD): 2024-05-21 2.080
Low (YTD): 2024-03-01 0.720
52W High: 2024-05-21 2.080
52W Low: 2023-10-05 0.330
Avg. price 1W:   1.890
Avg. volume 1W:   0.000
Avg. price 1M:   1.823
Avg. volume 1M:   0.000
Avg. price 6M:   1.125
Avg. volume 6M:   0.000
Avg. price 1Y:   0.815
Avg. volume 1Y:   0.000
Volatility 1M:   102.24%
Volatility 6M:   92.50%
Volatility 1Y:   117.98%
Volatility 3Y:   -