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Soc. Generale Call 210 MUV2 21.06.../  DE000SN31X74  /

EUWAX
2024-04-30  9:54:57 AM Chg.-0.09 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
20.57EUR -0.44% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 210.00 EUR 2024-06-21 Call
 

Master data

WKN: SN31X7
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 210.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 20.33
Intrinsic value: 20.22
Implied volatility: 0.95
Historic volatility: 0.17
Parity: 20.22
Time value: 0.22
Break-even: 414.40
Moneyness: 1.96
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.29%
Delta: 0.98
Theta: -0.08
Omega: 1.98
Rho: 0.28
 

Quote data

Open: 20.57
High: 20.57
Low: 20.57
Previous Close: 20.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.96%
1 Month
  -14.89%
3 Months  
+13.27%
YTD  
+21.57%
1 Year  
+58.84%
3 Years     -
5 Years     -
1W High / 1W Low: 22.35 20.33
1M High / 1M Low: 24.15 20.11
6M High / 6M Low: 24.17 16.22
High (YTD): 2024-03-28 24.17
Low (YTD): 2024-01-11 16.64
52W High: 2024-03-28 24.17
52W Low: 2023-05-16 11.87
Avg. price 1W:   21.12
Avg. volume 1W:   0.00
Avg. price 1M:   21.34
Avg. volume 1M:   0.00
Avg. price 6M:   19.51
Avg. volume 6M:   0.00
Avg. price 1Y:   16.93
Avg. volume 1Y:   0.00
Volatility 1M:   52.20%
Volatility 6M:   35.91%
Volatility 1Y:   36.01%
Volatility 3Y:   -