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

EUWAX
2024-06-05  10:47:11 AM Chg.+0.010 Bid12:04:08 PM Ask12:04:08 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% 0.540
Bid Size: 50,000		 0.550
Ask Size: 50,000		 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: 10.09
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.45
Implied volatility: 0.53
Historic volatility: 0.29
Parity: 0.45
Time value: 0.07
Break-even: 53.20
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.81
Theta: -0.05
Omega: 8.17
Rho: 0.02
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.89%
1 Month  
+200.00%
3 Months  
+1488.24%
YTD  
+718.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.530
1M High / 1M Low: 0.650 0.140
6M High / 6M Low: 0.650 0.022
High (YTD): 2024-06-03 0.650
Low (YTD): 2024-01-29 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.15%
Volatility 6M:   322.01%
Volatility 1Y:   -
Volatility 3Y:   -