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Soc. Generale Call 48 FRA 21.06.2.../  DE000SV49A06  /

Frankfurt Zert./SG
2024-05-31  5:30:04 PM Chg.+0.020 Bid5:42:36 PM Ask5:42:36 PM Underlying Strike price Expiration date Option type
0.510EUR +4.08% 0.500
Bid Size: 6,000		 0.530
Ask Size: 6,000		 FRAPORT AG FFM.AIRPO... 48.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49A0
Issuer: Société Générale
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.32
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.47
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.47
Time value: 0.05
Break-even: 53.10
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.86
Theta: -0.03
Omega: 8.90
Rho: 0.02
 

Quote data

Open: 0.480
High: 0.510
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+104.00%
3 Months
  -17.74%
YTD
  -49.00%
1 Year
  -37.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.340
1M High / 1M Low: 0.520 0.230
6M High / 6M Low: 1.170 0.170
High (YTD): 2024-01-10 1.020
Low (YTD): 2024-04-15 0.170
52W High: 2023-12-14 1.170
52W Low: 2024-04-15 0.170
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   0.696
Avg. volume 1Y:   0.000
Volatility 1M:   275.40%
Volatility 6M:   171.64%
Volatility 1Y:   149.63%
Volatility 3Y:   -