Soc. Generale Call 54 SAX 21.06.2024
/ DE000SV49JM6
Soc. Generale Call 54 SAX 21.06.2.../ DE000SV49JM6 /
04/06/2024 21:43:14 |
Chg.+0.140 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
+12.61% |
1.240 Bid Size: 2,500 |
1.310 Ask Size: 2,500 |
STROEER SE + CO. KGA... |
54.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SV49JM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 - |
Maturity: |
21/06/2024 |
Issue date: |
11/05/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.59 |
Historic volatility: |
0.23 |
Parity: |
1.15 |
Time value: |
0.03 |
Break-even: |
65.80 |
Moneyness: |
1.21 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
5.36% |
Delta: |
0.94 |
Theta: |
-0.03 |
Omega: |
5.24 |
Rho: |
0.02 |
Quote data
Open: |
1.210 |
High: |
1.250 |
Low: |
1.190 |
Previous Close: |
1.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.61% |
1 Month |
|
|
+48.81% |
3 Months |
|
|
+400.00% |
YTD |
|
|
+184.09% |
1 Year |
|
|
+212.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
1.040 |
1M High / 1M Low: |
1.280 |
0.710 |
6M High / 6M Low: |
1.280 |
0.240 |
High (YTD): |
21/05/2024 |
1.280 |
Low (YTD): |
01/03/2024 |
0.240 |
52W High: |
21/05/2024 |
1.280 |
52W Low: |
05/10/2023 |
0.120 |
Avg. price 1W: |
|
1.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.521 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.371 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
172.34% |
Volatility 6M: |
|
161.08% |
Volatility 1Y: |
|
176.20% |
Volatility 3Y: |
|
- |