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Soc. Generale Call 56 SAX 21.06.2.../  DE000SV49JN4  /

Frankfurt Zert./SG
2024-05-15  10:15:03 AM Chg.+0.040 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.670EUR +6.35% 0.670
Bid Size: 4,500		 0.700
Ask Size: 4,500		 STROEER SE + CO. KGA... 56.00 - 2024-06-21 Call
 

Master data

WKN: SV49JN
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.59
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.59
Time value: 0.07
Break-even: 62.60
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.86
Theta: -0.02
Omega: 8.04
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.670
Low: 0.630
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month  
+86.11%
3 Months  
+179.17%
YTD  
+91.43%
1 Year  
+67.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.630
1M High / 1M Low: 0.750 0.360
6M High / 6M Low: 0.750 0.160
High (YTD): 2024-05-10 0.750
Low (YTD): 2024-03-01 0.160
52W High: 2024-05-10 0.750
52W Low: 2023-11-01 0.096
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   221.55%
Volatility 6M:   182.12%
Volatility 1Y:   193.46%
Volatility 3Y:   -