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Soc. Generale Call 218.84 HNR1 21.../  DE000SV49CJ7  /

Frankfurt Zert./SG
2024-06-03  9:58:19 AM Chg.+0.410 Bid10:08:03 AM Ask10:08:03 AM Underlying Strike price Expiration date Option type
1.530EUR +36.61% 1.540
Bid Size: 4,000		 1.570
Ask Size: 4,000		 HANNOVER RUECK SE NA... 218.84 EUR 2024-06-21 Call
 

Master data

WKN: SV49CJ
Issuer: Société Générale
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 218.84 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: 19.11
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.94
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.94
Time value: 0.26
Break-even: 230.78
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.76
Theta: -0.14
Omega: 14.51
Rho: 0.08
 

Quote data

Open: 1.230
High: 1.580
Low: 1.230
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+56.12%
1 Month  
+42.99%
3 Months
  -26.09%
YTD  
+42.99%
1 Year  
+8.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.680
1M High / 1M Low: 2.060 0.680
6M High / 6M Low: 3.660 0.680
High (YTD): 2024-03-19 3.660
Low (YTD): 2024-05-28 0.680
52W High: 2024-03-19 3.660
52W Low: 2023-07-11 0.530
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.170
Avg. volume 1M:   0.000
Avg. price 6M:   1.630
Avg. volume 6M:   0.000
Avg. price 1Y:   1.252
Avg. volume 1Y:   0.000
Volatility 1M:   291.01%
Volatility 6M:   204.04%
Volatility 1Y:   185.75%
Volatility 3Y:   -