Soc. Generale Call 42.5 RNL 21.06.2024
/ DE000SV7R7T1
Soc. Generale Call 42.5 RNL 21.06.../ DE000SV7R7T1 /
| 2024-05-23 8:19:00 AM |
Chg.+0.050 |
Bid1:11:33 PM |
Ask1:11:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.580
Bid Size: 50,000 |
0.590
Ask Size: 50,000 |
RENAULT INH. EO... |
42.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV7R7T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.56 |
| Time value: |
0.04 |
| Break-even: |
48.50 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
7.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
+28.26% |
| 3 Months |
|
|
+490.00% |
| YTD |
|
|
+321.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
0.670 |
0.370 |
| 6M High / 6M Low: |
0.790 |
0.052 |
| High (YTD): |
2024-04-09 |
0.790 |
| Low (YTD): |
2024-01-17 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.95% |
| Volatility 6M: |
|
224.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
