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Soc. Generale Call 2 BARC 21.06.2.../  DE000SV48WB4  /

EUWAX
2024-05-22  9:23:36 AM Chg.+0.020 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.230
Bid Size: 80,000		 0.250
Ask Size: 80,000		 Barclays PLC ORD 25P 2.00 GBP 2024-06-21 Call
 

Master data

WKN: SV48WB
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 2.00 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: 9.76
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.20
Implied volatility: 0.48
Historic volatility: 0.29
Parity: 0.20
Time value: 0.06
Break-even: 2.60
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.75
Theta: 0.00
Omega: 7.31
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+206.67%
3 Months  
+538.89%
YTD  
+784.62%
1 Year  
+91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.240 0.075
6M High / 6M Low: 0.240 0.013
High (YTD): 2024-05-20 0.240
Low (YTD): 2024-01-19 0.013
52W High: 2024-05-20 0.240
52W Low: 2024-01-19 0.013
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   216.22%
Volatility 6M:   232.74%
Volatility 1Y:   201.57%
Volatility 3Y:   -