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Soc. Generale Call 32 RNL 21.06.2.../  DE000SV49FR3  /

EUWAX
2024-06-05  9:24:08 AM Chg.-0.01 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.11EUR -0.47% -
Bid Size: -		 -
Ask Size: -		 RENAULT INH. EO... 32.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FR
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.05
Implied volatility: 1.56
Historic volatility: 0.29
Parity: 2.05
Time value: 0.04
Break-even: 52.90
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.95
Theta: -0.05
Omega: 2.40
Rho: 0.01
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.31%
1 Month  
+31.88%
3 Months  
+219.70%
YTD  
+205.80%
1 Year  
+224.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 2.12
1M High / 1M Low: 2.21 1.57
6M High / 6M Low: 2.21 0.40
High (YTD): 2024-06-03 2.21
Low (YTD): 2024-01-17 0.40
52W High: 2024-06-03 2.21
52W Low: 2024-01-17 0.40
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   76.91%
Volatility 6M:   127.14%
Volatility 1Y:   114.38%
Volatility 3Y:   -