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

EUWAX
2024-05-23  9:02:32 AM Chg.- Bid9:03:04 AM Ask9:03:04 AM Underlying Strike price Expiration date Option type
0.350EUR - 0.260
Bid Size: 70,000		 0.270
Ask Size: 70,000		 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: 18.76
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.25
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.25
Time value: 0.11
Break-even: 68.60
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.72
Theta: -0.03
Omega: 13.57
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.53%
1 Month
  -16.67%
3 Months  
+660.87%
YTD  
+12.90%
1 Year
  -5.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.350
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:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   278.81%
Volatility 6M:   269.97%
Volatility 1Y:   215.06%
Volatility 3Y:   -