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

EUWAX
05/06/2024  18:16:01 Chg.+0.02 Bid19:17:48 Ask19:17:48 Underlying Strike price Expiration date Option type
1.04EUR +1.96% 1.04
Bid Size: 2,900		 1.11
Ask Size: 2,900		 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: 5.99
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.05
Implied volatility: 0.70
Historic volatility: 0.23
Parity: 1.05
Time value: 0.06
Break-even: 67.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 5.71%
Delta: 0.90
Theta: -0.06
Omega: 5.37
Rho: 0.02
 

Quote data

Open: 1.02
High: 1.04
Low: 1.00
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.93%
1 Month  
+55.22%
3 Months  
+258.62%
YTD  
+205.88%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.02 0.86
1M High / 1M Low: 1.09 0.55
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:   0.91
Avg. volume 1W:   0.00
Avg. price 1M:   0.86
Avg. volume 1M:   0.00
Avg. price 6M:   0.41
Avg. volume 6M:   0.00
Avg. price 1Y:   0.29
Avg. volume 1Y:   0.00
Volatility 1M:   203.07%
Volatility 6M:   199.31%
Volatility 1Y:   199.03%
Volatility 3Y:   -