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

EUWAX
2024-06-05  9:24:07 AM Chg.-0.010 Bid8:32:01 PM Ask8:32:01 PM Underlying Strike price Expiration date Option type
0.930EUR -1.06% 0.830
Bid Size: 4,000		 0.880
Ask Size: 4,000		 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: 5.83
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.85
Implied volatility: 0.73
Historic volatility: 0.29
Parity: 0.85
Time value: 0.05
Break-even: 53.00
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.89
Theta: -0.05
Omega: 5.20
Rho: 0.02
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month  
+106.67%
3 Months  
+1267.65%
YTD  
+675.00%
1 Year  
+389.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.940
1M High / 1M Low: 1.030 0.400
6M High / 6M Low: 1.030 0.043
High (YTD): 2024-06-03 1.030
Low (YTD): 2024-01-29 0.043
52W High: 2024-06-03 1.030
52W Low: 2024-01-29 0.043
Avg. price 1W:   0.984
Avg. volume 1W:   0.000
Avg. price 1M:   0.622
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   211.46%
Volatility 6M:   277.95%
Volatility 1Y:   228.12%
Volatility 3Y:   -