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

EUWAX
2024-05-22  9:23:22 AM Chg.+0.030 Bid7:50:03 AM Ask7:50:03 AM Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.350
Bid Size: 8,600		 0.390
Ask Size: 8,600		 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: 15.53
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.33
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 0.33
Time value: 0.11
Break-even: 69.40
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.75
Theta: -0.03
Omega: 11.71
Rho: 0.04
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month  
+17.65%
3 Months  
+769.57%
YTD  
+29.03%
1 Year  
+2.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.370
1M High / 1M Low: 0.750 0.310
6M High / 6M Low: 0.750 0.025
High (YTD): 2024-05-20 0.750
Low (YTD): 2024-02-19 0.025
52W High: 2024-05-20 0.750
52W Low: 2024-02-19 0.025
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   284.72%
Volatility 6M:   269.26%
Volatility 1Y:   214.73%
Volatility 3Y:   -