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Soc. Generale Call 4.5 BSD2 21.06.../  DE000SV1QAB4  /

EUWAX
2024-05-28  8:47:02 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.50 EUR 2024-06-21 Call
 

Master data

WKN: SV1QAB
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 14.00
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.26
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 0.26
Time value: 0.08
Break-even: 4.84
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.75
Theta: 0.00
Omega: 10.50
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -11.43%
3 Months  
+839.39%
YTD  
+313.33%
1 Year  
+292.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.440 0.210
6M High / 6M Low: 0.440 0.027
High (YTD): 2024-04-29 0.440
Low (YTD): 2024-02-19 0.027
52W High: 2024-04-29 0.440
52W Low: 2024-02-19 0.027
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   247.27%
Volatility 6M:   212.94%
Volatility 1Y:   185.47%
Volatility 3Y:   -