OverviewChartNewsTraderScreen

Soc. Generale Call 38 RNL 21.06.2.../  DE000SV49FU7  /

Frankfurt Zert./SG
2024-06-05  1:26:06 PM Chg.+0.050 Bid1:35:33 PM Ask1:35:33 PM Underlying Strike price Expiration date Option type
1.510EUR +3.42% 1.520
Bid Size: 45,000		 1.530
Ask Size: 45,000		 RENAULT INH. EO... 38.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FU
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.45
Implied volatility: 1.09
Historic volatility: 0.29
Parity: 1.45
Time value: 0.04
Break-even: 52.90
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.94
Theta: -0.05
Omega: 3.30
Rho: 0.02
 

Quote data

Open: 1.470
High: 1.520
Low: 1.460
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+51.00%
3 Months  
+480.77%
YTD  
+371.88%
1 Year  
+319.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.460
1M High / 1M Low: 1.560 0.950
6M High / 6M Low: 1.560 0.140
High (YTD): 2024-05-30 1.560
Low (YTD): 2024-01-29 0.140
52W High: 2024-05-30 1.560
52W Low: 2024-01-29 0.140
Avg. price 1W:   1.526
Avg. volume 1W:   0.000
Avg. price 1M:   1.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   128.72%
Volatility 6M:   172.75%
Volatility 1Y:   156.29%
Volatility 3Y:   -