Soc. Generale Call 1.5 BARC 21.06.2024
/ DE000SV48WA6
Soc. Generale Call 1.5 BARC 21.06.../ DE000SV48WA6 /
| 2024-05-22 9:23:36 AM |
Chg.+0.030 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+3.95% |
0.790
Bid Size: 70,000 |
0.810
Ask Size: 70,000 |
Barclays PLC ORD 25P |
1.50 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SV48WA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.50 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.29 |
| Parity: |
0.78 |
| Time value: |
0.04 |
| Break-even: |
2.58 |
| Moneyness: |
1.45 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.28% |
| 1 Month |
|
|
+64.58% |
| 3 Months |
|
|
+295.00% |
| YTD |
|
|
+364.71% |
| 1 Year |
|
|
+125.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.760 |
| 1M High / 1M Low: |
0.790 |
0.480 |
| 6M High / 6M Low: |
0.790 |
0.080 |
| High (YTD): |
2024-05-20 |
0.790 |
| Low (YTD): |
2024-02-14 |
0.080 |
| 52W High: |
2024-05-20 |
0.790 |
| 52W Low: |
2023-11-01 |
0.077 |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.264 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.22% |
| Volatility 6M: |
|
160.79% |
| Volatility 1Y: |
|
148.12% |
| Volatility 3Y: |
|
- |
