Soc. Generale Call 36 RNL 21.06.2024
/ DE000SV49FT9
Soc. Generale Call 36 RNL 21.06.2.../ DE000SV49FT9 /
2024-06-05 8:12:14 PM |
Chg.-0.040 |
Bid8:36:46 PM |
Ask8:36:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.620EUR |
-2.41% |
1.610 Bid Size: 4,000 |
1.670 Ask Size: 4,000 |
RENAULT INH. EO... |
36.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV49FT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.65 |
Implied volatility: |
1.24 |
Historic volatility: |
0.29 |
Parity: |
1.65 |
Time value: |
0.04 |
Break-even: |
52.90 |
Moneyness: |
1.46 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.94 |
Theta: |
-0.05 |
Omega: |
2.93 |
Rho: |
0.01 |
Quote data
Open: |
1.660 |
High: |
1.730 |
Low: |
1.590 |
Previous Close: |
1.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
+36.13% |
3 Months |
|
|
+350.00% |
YTD |
|
|
+285.71% |
1 Year |
|
|
+260.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.660 |
1M High / 1M Low: |
1.760 |
1.150 |
6M High / 6M Low: |
1.760 |
0.200 |
High (YTD): |
2024-05-30 |
1.760 |
Low (YTD): |
2024-01-17 |
0.200 |
52W High: |
2024-05-30 |
1.760 |
52W Low: |
2024-01-17 |
0.200 |
Avg. price 1W: |
|
1.724 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.778 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.660 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
107.79% |
Volatility 6M: |
|
154.78% |
Volatility 1Y: |
|
141.19% |
Volatility 3Y: |
|
- |