Soc. Generale Call 38 NWT 21.06.2024
/ DE000SV44LC4
Soc. Generale Call 38 NWT 21.06.2.../ DE000SV44LC4 /
| 2024-05-02 9:21:51 AM |
Chg.-0.02 |
Bid6:08:49 PM |
Ask6:08:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-1.02% |
1.99
Bid Size: 175,000 |
-
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: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.22 |
| Parity: |
1.75 |
| Time value: |
0.26 |
| Break-even: |
58.10 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
2.37 |
| Rho: |
0.04 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.80% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
+75.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.97 |
| 1M High / 1M Low: |
2.10 |
1.68 |
| 6M High / 6M Low: |
2.10 |
0.50 |
| High (YTD): |
2024-04-23 |
2.10 |
| Low (YTD): |
2024-01-18 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.26% |
| Volatility 6M: |
|
85.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
