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

EUWAX
2024-05-23  9:04:21 AM Chg.+0.060 Bid12:56:17 PM Ask12:56:17 PM Underlying Strike price Expiration date Option type
0.660EUR +10.00% 0.630
Bid Size: 50,000		 0.640
Ask Size: 50,000		 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: 7.40
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.61
Implied volatility: 0.40
Historic volatility: 0.29
Parity: 0.61
Time value: 0.04
Break-even: 48.50
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.90
Theta: -0.02
Omega: 6.67
Rho: 0.03
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+15.79%
3 Months  
+407.69%
YTD  
+288.24%
1 Year  
+144.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.600
1M High / 1M Low: 0.800 0.570
6M High / 6M Low: 0.980 0.061
High (YTD): 2024-04-10 0.980
Low (YTD): 2024-01-17 0.061
52W High: 2024-04-10 0.980
52W Low: 2024-01-17 0.061
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   172.04%
Volatility 6M:   235.57%
Volatility 1Y:   197.79%
Volatility 3Y:   -