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Soc. Generale Call 65 BNP 21.06.2.../  DE000SV488U9  /

Frankfurt Zert./SG
2024-05-24  12:01:56 PM Chg.+0.030 Bid12:44:50 PM Ask12:44:50 PM Underlying Strike price Expiration date Option type
0.280EUR +12.00% 0.270
Bid Size: 35,000		 0.280
Ask Size: 35,000		 BNP PARIBAS INH. ... 65.00 EUR 2024-06-21 Call
 

Master data

WKN: SV488U
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.96
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.21
Implied volatility: 0.19
Historic volatility: 0.22
Parity: 0.21
Time value: 0.07
Break-even: 67.80
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.75
Theta: -0.02
Omega: 18.09
Rho: 0.04
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -26.32%
3 Months  
+522.22%
YTD
  -15.15%
1 Year
  -24.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.250
1M High / 1M Low: 0.740 0.250
6M High / 6M Low: 0.740 0.022
High (YTD): 2024-05-20 0.740
Low (YTD): 2024-02-15 0.022
52W High: 2024-05-20 0.740
52W Low: 2024-02-15 0.022
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   264.84%
Volatility 6M:   272.99%
Volatility 1Y:   216.26%
Volatility 3Y:   -