OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  6:21:54 PM Chg.- Bid9:11:31 AM Ask9:11:31 AM Underlying Strike price Expiration date Option type
1.03EUR - 1.56
Bid Size: 4,000		 1.59
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: 1.07
Intrinsic value: 0.94
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.94
Time value: 0.26
Break-even: 230.78
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.76
Theta: -0.13
Omega: 14.56
Rho: 0.09
 

Quote data

Open: 0.93
High: 1.17
Low: 0.93
Previous Close: 0.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month  
+4.04%
3 Months
  -50.48%
YTD
  -3.74%
1 Year
  -26.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.78
1M High / 1M Low: 2.02 0.78
6M High / 6M Low: 3.60 0.78
High (YTD): 2024-03-19 3.60
Low (YTD): 2024-05-29 0.78
52W High: 2024-03-19 3.60
52W Low: 2023-07-11 0.53
Avg. price 1W:   0.91
Avg. volume 1W:   2,000
Avg. price 1M:   1.16
Avg. volume 1M:   952.38
Avg. price 6M:   1.63
Avg. volume 6M:   201.61
Avg. price 1Y:   1.25
Avg. volume 1Y:   98.43
Volatility 1M:   314.17%
Volatility 6M:   208.17%
Volatility 1Y:   188.30%
Volatility 3Y:   -