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Soc. Generale Call 52 RNL 21.06.2.../  DE000SV9QRB1  /

Frankfurt Zert./SG
2024-06-05  12:45:38 PM Chg.+0.030 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.230
Bid Size: 70,000		 0.240
Ask Size: 70,000		 RENAULT INH. EO... 52.00 EUR 2024-06-21 Call
 

Master data

WKN: SV9QRB
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.99
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.05
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.05
Time value: 0.16
Break-even: 54.10
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.00
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.57
Theta: -0.06
Omega: 14.16
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.230
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month  
+289.83%
3 Months  
+995.24%
YTD  
+521.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.200
1M High / 1M Low: 0.280 0.035
6M High / 6M Low: 0.280 0.015
High (YTD): 2024-05-30 0.280
Low (YTD): 2024-01-31 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   808.11%
Volatility 6M:   408.78%
Volatility 1Y:   -
Volatility 3Y:   -