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Soc. Generale Call 115 ORCL 21.06.../  DE000SV44HJ7  /

Frankfurt Zert./SG
2024-05-31  9:36:37 PM Chg.-0.100 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.540EUR -15.63% 0.590
Bid Size: 9,000		 0.600
Ask Size: 9,000		 Oracle Corp 115.00 USD 2024-06-21 Call
 

Master data

WKN: SV44HJ
Issuer: Société Générale
Currency: EUR
Underlying: Oracle Corp
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.00
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.20
Implied volatility: 0.48
Historic volatility: 0.29
Parity: 0.20
Time value: 0.40
Break-even: 112.01
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.60
Theta: -0.12
Omega: 10.72
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.600
Low: 0.490
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.33%
1 Month
  -6.90%
3 Months
  -31.65%
YTD  
+1.89%
1 Year
  -44.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.540
1M High / 1M Low: 1.120 0.540
6M High / 6M Low: 1.650 0.370
High (YTD): 2024-03-19 1.650
Low (YTD): 2024-01-05 0.390
52W High: 2023-09-11 2.180
52W Low: 2023-12-14 0.370
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   34.800
Avg. price 1Y:   1.077
Avg. volume 1Y:   17.480
Volatility 1M:   229.80%
Volatility 6M:   225.02%
Volatility 1Y:   191.52%
Volatility 3Y:   -