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Soc. Generale Call 48 NWT 21.06.2.../  DE000SV47972  /

EUWAX
2024-06-03  8:58:48 AM Chg.+0.070 Bid9:16:47 AM Ask9:16:47 AM Underlying Strike price Expiration date Option type
1.030EUR +7.29% 1.040
Bid Size: 7,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 48.00 - 2024-06-21 Call
 

Master data

WKN: SV4797
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.45
Historic volatility: 0.20
Parity: 0.72
Time value: 0.40
Break-even: 59.20
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 2.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.16
Omega: 3.56
Rho: 0.02
 

Quote data

Open: 1.030
High: 1.030
Low: 1.030
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.90%
1 Month
  -0.96%
3 Months  
+32.05%
YTD  
+145.24%
1 Year  
+243.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.900
1M High / 1M Low: 1.250 0.900
6M High / 6M Low: 1.250 0.200
High (YTD): 2024-05-16 1.250
Low (YTD): 2024-01-18 0.220
52W High: 2024-05-16 1.250
52W Low: 2023-10-27 0.098
Avg. price 1W:   0.978
Avg. volume 1W:   0.000
Avg. price 1M:   1.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   0.000
Avg. price 1Y:   0.452
Avg. volume 1Y:   0.000
Volatility 1M:   83.63%
Volatility 6M:   162.92%
Volatility 1Y:   161.53%
Volatility 3Y:   -