Soc. Generale Call 36 NWT 21.06.2024
/ DE000SV44LB6
Soc. Generale Call 36 NWT 21.06.2.../ DE000SV44LB6 /
| 2024-05-02 5:03:49 PM |
Chg.+0.020 |
Bid5:38:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
+0.91% |
2.190
Bid Size: 175,000 |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
36.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV44LB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.95 |
| Time value: |
0.25 |
| Break-even: |
58.00 |
| Moneyness: |
1.54 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
2.20 |
| Rho: |
0.04 |
Quote data
| Open: |
2.140 |
| High: |
2.220 |
| Low: |
2.140 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.34% |
| 1 Month |
|
|
+10.50% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+75.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
2.190 |
| 1M High / 1M Low: |
2.350 |
1.910 |
| 6M High / 6M Low: |
2.350 |
0.630 |
| High (YTD): |
2024-04-22 |
2.350 |
| Low (YTD): |
2024-01-18 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.65% |
| Volatility 6M: |
|
77.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
