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Soc. Generale Call 42 RNL 21.06.2.../  DE000SV49FV5  /

Frankfurt Zert./SG
2024-06-05  11:42:52 AM Chg.+0.040 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
1.110EUR +3.74% 1.110
Bid Size: 45,000		 1.120
Ask Size: 45,000		 RENAULT INH. EO... 42.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FV
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.05
Implied volatility: 0.87
Historic volatility: 0.29
Parity: 1.05
Time value: 0.05
Break-even: 53.00
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.91
Theta: -0.05
Omega: 4.32
Rho: 0.02
 

Quote data

Open: 1.060
High: 1.110
Low: 1.060
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.89%
1 Month  
+79.03%
3 Months  
+909.09%
YTD  
+552.94%
1 Year  
+362.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.070
1M High / 1M Low: 1.170 0.580
6M High / 6M Low: 1.170 0.063
High (YTD): 2024-05-30 1.170
Low (YTD): 2024-01-17 0.063
52W High: 2024-05-30 1.170
52W Low: 2024-01-17 0.063
Avg. price 1W:   1.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   0.342
Avg. volume 1Y:   0.000
Volatility 1M:   192.52%
Volatility 6M:   222.30%
Volatility 1Y:   190.30%
Volatility 3Y:   -