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Soc. Generale Call 105 GXI 21.06..../  DE000SV49BZ5  /

Frankfurt Zert./SG
2024-05-14  9:38:11 PM Chg.-0.050 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% 0.220
Bid Size: 10,000		 0.260
Ask Size: 10,000		 GERRESHEIMER AG 105.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49BZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.77
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -0.68
Time value: 0.26
Break-even: 107.60
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.41
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.33
Theta: -0.06
Omega: 12.64
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.300
Low: 0.210
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -54.35%
1 Month
  -58.00%
3 Months
  -57.14%
YTD
  -70.00%
1 Year
  -88.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.260
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: 1.320 0.260
High (YTD): 2024-03-06 1.320
Low (YTD): 2024-05-13 0.260
52W High: 2023-09-01 2.760
52W Low: 2024-05-13 0.260
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   1.179
Avg. volume 1Y:   0.000
Volatility 1M:   223.11%
Volatility 6M:   347.65%
Volatility 1Y:   266.53%
Volatility 3Y:   -