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

Frankfurt Zert./SG
2024-05-17  9:41:59 PM Chg.+0.070 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
0.700EUR +11.11% 0.700
Bid Size: 4,300		 0.730
Ask Size: 4,300		 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: 6.75
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.66
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.66
Time value: 0.06
Break-even: 4.92
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.87
Theta: 0.00
Omega: 5.90
Rho: 0.00
 

Quote data

Open: 0.610
High: 0.700
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+84.21%
3 Months  
+1047.54%
YTD  
+400.00%
1 Year  
+483.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.580
1M High / 1M Low: 0.700 0.380
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:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   192.33%
Volatility 6M:   191.67%
Volatility 1Y:   177.86%
Volatility 3Y:   -