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Soc. Generale Call 750 BLK 21.06..../  DE000SV44CL4  /

EUWAX
2024-06-10  9:47:48 AM Chg.-0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.230EUR -23.33% -
Bid Size: -		 -
Ask Size: -		 BlackRock Inc 750.00 USD 2024-06-21 Call
 

Master data

WKN: SV44CL
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 750.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.53
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.17
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.17
Time value: 0.08
Break-even: 720.81
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.70
Theta: -0.61
Omega: 20.09
Rho: 0.14
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -51.06%
3 Months
  -76.04%
YTD
  -75.53%
1 Year
  -58.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.630 0.170
6M High / 6M Low: 1.000 0.170
High (YTD): 2024-03-22 1.000
Low (YTD): 2024-05-30 0.170
52W High: 2024-03-22 1.000
52W Low: 2023-11-01 0.130
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   323.22%
Volatility 6M:   191.08%
Volatility 1Y:   168.66%
Volatility 3Y:   -