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Soc. Generale Call 44 RNL 21.06.2.../  DE000SV49FW3  /

Frankfurt Zert./SG
2024-05-23  12:18:59 PM Chg.-0.020 Bid12:20:15 PM Ask12:20:15 PM Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.440
Bid Size: 50,000		 0.450
Ask Size: 50,000		 RENAULT INH. EO... 44.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49FW
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.24
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.41
Implied volatility: 0.36
Historic volatility: 0.29
Parity: 0.41
Time value: 0.06
Break-even: 48.70
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.83
Theta: -0.02
Omega: 8.52
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.460
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.56%
1 Month  
+4.88%
3 Months  
+377.78%
YTD  
+258.33%
1 Year  
+95.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.600 0.340
6M High / 6M Low: 0.740 0.044
High (YTD): 2024-04-09 0.740
Low (YTD): 2024-01-17 0.044
52W High: 2024-04-09 0.740
52W Low: 2024-01-17 0.044
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.243
Avg. volume 1Y:   0.000
Volatility 1M:   232.77%
Volatility 6M:   237.96%
Volatility 1Y:   203.73%
Volatility 3Y:   -