OverviewChartNewsTraderScreen

Soc. Generale Call 38 NWT 21.06.2.../  DE000SV44LC4  /

EUWAX
2024-05-17  9:52:31 AM Chg.-0.13 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
2.05EUR -5.96% -
Bid Size: -		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 38.00 - 2024-06-21 Call
 

Master data

WKN: SV44LC
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.82
Implied volatility: 1.71
Historic volatility: 0.20
Parity: 1.82
Time value: 0.32
Break-even: 59.40
Moneyness: 1.48
Premium: 0.06
Premium p.a.: 0.81
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.11
Omega: 2.22
Rho: 0.02
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.84%
1 Month  
+10.22%
3 Months  
+57.69%
YTD  
+84.68%
1 Year  
+197.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 2.05
1M High / 1M Low: 2.18 1.86
6M High / 6M Low: 2.18 0.62
High (YTD): 2024-05-16 2.18
Low (YTD): 2024-01-18 0.83
52W High: 2024-05-16 2.18
52W Low: 2023-10-27 0.43
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   54.34%
Volatility 6M:   79.05%
Volatility 1Y:   88.50%
Volatility 3Y:   -