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Soc. Generale Call 46 SAX 21.06.2.../  DE000SV49JJ2  /

Frankfurt Zert./SG
2024-05-17  9:42:21 PM Chg.+0.190 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
2.050EUR +10.22% 2.050
Bid Size: 1,500		 2.120
Ask Size: 1,500		 STROEER SE + CO. KGA... 46.00 - 2024-06-21 Call
 

Master data

WKN: SV49JJ
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.06
Implied volatility: 0.79
Historic volatility: 0.23
Parity: 2.06
Time value: 0.05
Break-even: 67.10
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 2.93%
Delta: 0.95
Theta: -0.03
Omega: 3.01
Rho: 0.04
 

Quote data

Open: 1.840
High: 2.060
Low: 1.830
Previous Close: 1.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month  
+66.67%
3 Months  
+135.63%
YTD  
+113.54%
1 Year  
+162.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.570
1M High / 1M Low: 2.050 1.230
6M High / 6M Low: 2.050 0.720
High (YTD): 2024-05-17 2.050
Low (YTD): 2024-03-01 0.720
52W High: 2024-05-17 2.050
52W Low: 2023-10-05 0.330
Avg. price 1W:   1.740
Avg. volume 1W:   0.000
Avg. price 1M:   1.537
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   123.88%
Volatility 6M:   93.81%
Volatility 1Y:   118.87%
Volatility 3Y:   -