Soc. Generale Call 40 0B2 21.06.2024
/ DE000SV6EG47
Soc. Generale Call 40 0B2 21.06.2.../ DE000SV6EG47 /
| 2024-05-10 1:39:20 PM |
Chg.+0.07 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+3.87% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV6EG4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
1.88 |
| Time value: |
0.08 |
| Break-even: |
59.50 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.09% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.81 |
| Rho: |
0.04 |
Quote data
| Open: |
1.85 |
| High: |
1.88 |
| Low: |
1.85 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.21% |
| 1 Month |
|
|
+16.05% |
| 3 Months |
|
|
+80.77% |
| YTD |
|
|
+123.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.67 |
| 1M High / 1M Low: |
1.88 |
1.28 |
| 6M High / 6M Low: |
1.98 |
0.63 |
| High (YTD): |
2024-04-09 |
1.98 |
| Low (YTD): |
2024-01-17 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.98% |
| Volatility 6M: |
|
103.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
