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Soc. Generale Call 4.4 BSD2 21.06.../  DE000SV9QEL8  /

Frankfurt Zert./SG
2024-05-30  9:43:45 PM Chg.+0.070 Bid9:58:27 PM Ask9:58:27 PM Underlying Strike price Expiration date Option type
0.420EUR +20.00% 0.420
Bid Size: 7,200		 0.440
Ask Size: 7,200		 BCO SANTANDER N.EO0,... 4.40 EUR 2024-06-21 Call
 

Master data

WKN: SV9QEL
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.40 EUR
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.79
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.29
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.29
Time value: 0.05
Break-even: 4.74
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.81
Theta: 0.00
Omega: 11.14
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.430
Low: 0.310
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+31.25%
3 Months  
+900.00%
YTD  
+366.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.520 0.270
6M High / 6M Low: 0.520 0.036
High (YTD): 2024-05-17 0.520
Low (YTD): 2024-02-16 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.34%
Volatility 6M:   202.84%
Volatility 1Y:   -
Volatility 3Y:   -