Soc. Generale Call 198.94 HNR1 21.06.2024
/ DE000SV49CH1
Soc. Generale Call 198.94 HNR1 21.../ DE000SV49CH1 /
2024-05-31 6:21:53 PM |
Chg.- |
Bid8:12:39 AM |
Ask8:12:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.87EUR |
- |
3.11 Bid Size: 1,000 |
3.41 Ask Size: 1,000 |
HANNOVER RUECK SE NA... |
198.94 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV49CH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HANNOVER RUECK SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
198.94 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-20 |
Ratio: |
9.95:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
2.94 |
Implied volatility: |
0.51 |
Historic volatility: |
0.19 |
Parity: |
2.94 |
Time value: |
0.19 |
Break-even: |
230.08 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.05 |
Spread %: |
1.62% |
Delta: |
0.89 |
Theta: |
-0.14 |
Omega: |
6.54 |
Rho: |
0.09 |
Quote data
Open: |
2.77 |
High: |
3.08 |
Low: |
2.77 |
Previous Close: |
2.56 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.74% |
1 Month |
|
|
+2.14% |
3 Months |
|
|
-24.47% |
YTD |
|
|
+22.65% |
1 Year |
|
|
+15.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.87 |
2.54 |
1M High / 1M Low: |
3.87 |
2.54 |
6M High / 6M Low: |
5.55 |
2.27 |
High (YTD): |
2024-03-19 |
5.55 |
Low (YTD): |
2024-01-02 |
2.42 |
52W High: |
2024-03-19 |
5.55 |
52W Low: |
2023-07-06 |
1.15 |
Avg. price 1W: |
|
2.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.52 |
Avg. volume 1Y: |
|
9.45 |
Volatility 1M: |
|
149.64% |
Volatility 6M: |
|
121.87% |
Volatility 1Y: |
|
123.77% |
Volatility 3Y: |
|
- |