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Soc. Generale Call 34 CMCSA 21.06.../  DE000SV476A6  /

EUWAX
2024-06-06  8:59:49 AM Chg.-0.040 Bid10:15:04 AM Ask10:15:04 AM Underlying Strike price Expiration date Option type
0.440EUR -8.33% 0.440
Bid Size: 10,000		 -
Ask Size: -		 Comcast Corporation 34.00 USD 2024-06-21 Call
 

Master data

WKN: SV476A
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.47
Time value: 0.01
Break-even: 36.07
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 7.31
Rho: 0.01
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+7.32%
3 Months
  -40.54%
YTD
  -54.17%
1 Year
  -42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.340
1M High / 1M Low: 0.530 0.340
6M High / 6M Low: 1.220 0.340
High (YTD): 2024-02-01 1.220
Low (YTD): 2024-05-30 0.340
52W High: 2023-08-15 1.340
52W Low: 2024-05-30 0.340
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   153.88%
Volatility 6M:   115.24%
Volatility 1Y:   97.46%
Volatility 3Y:   -