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Soc. Generale Call 32 EBO 21.06.2.../  DE000SV49AE2  /

EUWAX
2024-05-31  9:22:29 AM Chg.+0.05 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.28EUR +4.07% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49AE
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.31
Implied volatility: 1.05
Historic volatility: 0.18
Parity: 1.31
Time value: 0.04
Break-even: 45.50
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.94
Theta: -0.04
Omega: 3.13
Rho: 0.02
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.93%
1 Month  
+3.23%
3 Months  
+109.84%
YTD  
+113.33%
1 Year  
+166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.23
1M High / 1M Low: 1.55 1.23
6M High / 6M Low: 1.55 0.52
High (YTD): 2024-05-21 1.55
Low (YTD): 2024-03-05 0.57
52W High: 2024-05-21 1.55
52W Low: 2023-09-26 0.33
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   67.74%
Volatility 6M:   76.13%
Volatility 1Y:   80.10%
Volatility 3Y:   -