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Soc. Generale Call 4.2 BSD2 21.06.../  DE000SV488A1  /

Frankfurt Zert./SG
2024-05-31  9:35:25 PM Chg.+0.050 Bid9:45:48 PM Ask9:45:48 PM Underlying Strike price Expiration date Option type
0.650EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.20 EUR 2024-06-21 Call
 

Master data

WKN: SV488A
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.20 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.63
Implied volatility: 0.62
Historic volatility: 0.23
Parity: 0.63
Time value: 0.07
Break-even: 4.90
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.85
Theta: 0.00
Omega: 5.89
Rho: 0.00
 

Quote data

Open: 0.610
High: 0.650
Low: 0.610
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.17%
1 Month  
+38.30%
3 Months  
+673.81%
YTD  
+364.29%
1 Year  
+490.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.530
1M High / 1M Low: 0.700 0.420
6M High / 6M Low: 0.700 0.056
High (YTD): 2024-05-17 0.700
Low (YTD): 2024-02-16 0.056
52W High: 2024-05-17 0.700
52W Low: 2024-02-16 0.056
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   141.90%
Volatility 6M:   192.58%
Volatility 1Y:   177.13%
Volatility 3Y:   -