Soc. Generale Call 48 RNL 21.06.2.../  DE000SV7QHJ9  /

Frankfurt Zert./SG
2024-05-23  12:39:20 PM Chg.-0.010 Bid12:41:46 PM Ask12:41:46 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.170
Bid Size: 80,000
0.180
Ask Size: 80,000
RENAULT INH. EO... 48.00 EUR 2024-06-21 Call
 

Master data

WKN: SV7QHJ
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.32
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.01
Implied volatility: 0.33
Historic volatility: 0.29
Parity: 0.01
Time value: 0.18
Break-even: 49.90
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.54
Theta: -0.03
Omega: 13.70
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.180
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -11.11%
3 Months  
+240.43%
YTD  
+153.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.420 0.025
High (YTD): 2024-04-09 0.420
Low (YTD): 2024-01-17 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.96%
Volatility 6M:   259.34%
Volatility 1Y:   -
Volatility 3Y:   -