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Soc. Generale Call 4.6 BSD2 21.06.../  DE000SV9QEM6  /

Frankfurt Zert./SG
2024-05-30  9:38:28 PM Chg.+0.060 Bid9:53:29 PM Ask9:53:29 PM Underlying Strike price Expiration date Option type
0.250EUR +31.58% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 4.60 EUR 2024-06-21 Call
 

Master data

WKN: SV9QEM
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.68
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.09
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.09
Time value: 0.10
Break-even: 4.79
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.63
Theta: 0.00
Omega: 15.54
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.250
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+25.00%
3 Months  
+792.86%
YTD  
+303.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.330 0.160
6M High / 6M Low: 0.340 0.025
High (YTD): 2024-04-26 0.340
Low (YTD): 2024-01-29 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   47.619
Avg. price 6M:   0.112
Avg. volume 6M:   8.065
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.69%
Volatility 6M:   222.45%
Volatility 1Y:   -
Volatility 3Y:   -