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Soc. Generale Call 36 CMCSA 21.06.../  DE000SV44DJ6  /

EUWAX
2024-06-05  10:30:41 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.320EUR +3.23% -
Bid Size: -		 -
Ask Size: -		 Comcast Corporation 36.00 USD 2024-06-21 Call
 

Master data

WKN: SV44DJ
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.69
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.33
Time value: 0.01
Break-even: 36.48
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 9.96
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.320
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.13%
1 Month  
+33.33%
3 Months
  -45.76%
YTD
  -60.49%
1 Year
  -51.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.190
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 1.050 0.190
High (YTD): 2024-02-01 1.050
Low (YTD): 2024-05-30 0.190
52W High: 2023-08-15 1.170
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   0.737
Avg. volume 1Y:   0.000
Volatility 1M:   213.74%
Volatility 6M:   152.04%
Volatility 1Y:   122.99%
Volatility 3Y:   -