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Soc. Generale Call 34 RNL 21.06.2.../  DE000SV49FS1  /

Frankfurt Zert./SG
2024-06-05  1:04:01 PM Chg.+0.060 Bid1:09:18 PM Ask1:09:18 PM Underlying Strike price Expiration date Option type
1.920EUR +3.23% 1.910
Bid Size: 45,000		 1.920
Ask Size: 45,000		 RENAULT INH. EO... 34.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FS
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.78
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.85
Implied volatility: 1.39
Historic volatility: 0.29
Parity: 1.85
Time value: 0.04
Break-even: 52.90
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.95
Theta: -0.05
Omega: 2.64
Rho: 0.01
 

Quote data

Open: 1.870
High: 1.920
Low: 1.860
Previous Close: 1.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.52%
1 Month  
+38.13%
3 Months  
+284.00%
YTD  
+249.09%
1 Year  
+255.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.860
1M High / 1M Low: 1.960 1.350
6M High / 6M Low: 1.960 0.290
High (YTD): 2024-05-30 1.960
Low (YTD): 2024-01-17 0.290
52W High: 2024-05-30 1.960
52W Low: 2024-01-17 0.290
Avg. price 1W:   1.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   0.000
Avg. price 1Y:   0.794
Avg. volume 1Y:   0.000
Volatility 1M:   94.31%
Volatility 6M:   134.61%
Volatility 1Y:   124.11%
Volatility 3Y:   -