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

Frankfurt Zert./SG
2024-05-27  11:02:03 AM Chg.-0.020 Bid11:35:10 AM Ask11:35:10 AM Underlying Strike price Expiration date Option type
0.570EUR -3.39% 0.580
Bid Size: 40,000		 0.590
Ask Size: 40,000		 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: 7.79
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.48
Historic volatility: 0.23
Parity: 0.55
Time value: 0.06
Break-even: 4.81
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.86
Theta: 0.00
Omega: 6.67
Rho: 0.00
 

Quote data

Open: 0.570
High: 0.590
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.18%
1 Month
  -12.31%
3 Months  
+738.24%
YTD  
+307.14%
1 Year  
+375.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.560
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:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.587
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   170.84%
Volatility 6M:   192.11%
Volatility 1Y:   177.55%
Volatility 3Y:   -