Soc. Generale Call 56 SAX 21.06.2024
/ DE000SV49JN4
Soc. Generale Call 56 SAX 21.06.2.../ DE000SV49JN4 /
| 28/05/2024 09:07:24 |
Chg.-0.02 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-1.96% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
56.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/05/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
1.05 |
| Time value: |
0.05 |
| Break-even: |
66.90 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
6.86% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.63 |
| Rho: |
0.03 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
+96.08% |
| 3 Months |
|
|
+488.24% |
| YTD |
|
|
+194.12% |
| 1 Year |
|
|
+222.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
1.02 |
| 1M High / 1M Low: |
1.09 |
0.48 |
| 6M High / 6M Low: |
1.09 |
0.16 |
| High (YTD): |
21/05/2024 |
1.09 |
| Low (YTD): |
01/03/2024 |
0.16 |
| 52W High: |
21/05/2024 |
1.09 |
| 52W Low: |
01/11/2023 |
0.09 |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.28 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
243.46% |
| Volatility 6M: |
|
199.75% |
| Volatility 1Y: |
|
198.71% |
| Volatility 3Y: |
|
- |
