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Soc. Generale Call 48 SAX 21.06.2.../  DE000SV49JK0  /

EUWAX
2024-05-17  6:15:58 PM Chg.+0.18 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.85EUR +10.78% -
Bid Size: -		 -
Ask Size: -		 STROEER SE + CO. KGA... 48.00 - 2024-06-21 Call
 

Master data

WKN: SV49JK
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
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: -
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.86
Implied volatility: 0.71
Historic volatility: 0.23
Parity: 1.86
Time value: 0.05
Break-even: 67.10
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 3.24%
Delta: 0.95
Theta: -0.03
Omega: 3.31
Rho: 0.04
 

Quote data

Open: 1.66
High: 1.85
Low: 1.66
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+71.30%
3 Months  
+156.94%
YTD  
+128.40%
1 Year  
+184.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.34
1M High / 1M Low: 1.85 1.06
6M High / 6M Low: 1.85 0.57
High (YTD): 2024-05-17 1.85
Low (YTD): 2024-03-01 0.57
52W High: 2024-05-17 1.85
52W Low: 2023-10-05 0.26
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   0.87
Avg. volume 6M:   0.00
Avg. price 1Y:   0.64
Avg. volume 1Y:   0.00
Volatility 1M:   141.92%
Volatility 6M:   114.56%
Volatility 1Y:   134.61%
Volatility 3Y:   -