Soc. Generale Call 54 SAX 21.06.2024
/ DE000SV49JM6
Soc. Generale Call 54 SAX 21.06.2.../ DE000SV49JM6 /
| 6/3/2024 6:09:13 PM |
Chg.- |
Bid8:10:57 AM |
Ask8:10:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
- |
1.16
Bid Size: 2,600 |
1.25
Ask Size: 2,600 |
STROEER SE + CO. KGA... |
54.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
5/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.23 |
| Parity: |
1.15 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
6.03% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.09 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.40% |
| 1 Month |
|
|
+29.76% |
| 3 Months |
|
|
+336.00% |
| YTD |
|
|
+153.49% |
| 1 Year |
|
|
+172.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.06 |
| 1M High / 1M Low: |
1.29 |
0.71 |
| 6M High / 6M Low: |
1.29 |
0.24 |
| High (YTD): |
5/21/2024 |
1.29 |
| Low (YTD): |
3/1/2024 |
0.24 |
| 52W High: |
5/21/2024 |
1.29 |
| 52W Low: |
11/1/2023 |
0.12 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
172.95% |
| Volatility 6M: |
|
170.76% |
| Volatility 1Y: |
|
179.93% |
| Volatility 3Y: |
|
- |
