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Soc. Generale Call 32 NWT 21.06.2.../  DE000SV44K90  /

EUWAX
2024-05-17  9:52:25 AM Chg.-0.13 Bid12:56:49 PM Ask12:56:49 PM Underlying Strike price Expiration date Option type
2.60EUR -4.76% 2.62
Bid Size: 7,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 32.00 - 2024-06-21 Call
 

Master data

WKN: SV44K9
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.10
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.42
Implied volatility: 2.00
Historic volatility: 0.20
Parity: 2.42
Time value: 0.26
Break-even: 58.80
Moneyness: 1.76
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.10
Omega: 1.86
Rho: 0.02
 

Quote data

Open: 2.60
High: 2.60
Low: 2.60
Previous Close: 2.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.26%
1 Month  
+16.07%
3 Months  
+41.30%
YTD  
+62.50%
1 Year  
+142.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.73 2.64
1M High / 1M Low: 2.73 2.24
6M High / 6M Low: 2.73 1.07
High (YTD): 2024-05-16 2.73
Low (YTD): 2024-01-18 1.34
52W High: 2024-05-16 2.73
52W Low: 2023-10-27 0.80
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.89
Avg. volume 6M:   0.00
Avg. price 1Y:   1.48
Avg. volume 1Y:   0.00
Volatility 1M:   39.48%
Volatility 6M:   56.72%
Volatility 1Y:   64.22%
Volatility 3Y:   -