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Soc. Generale Call 56 SAX 21.06.2.../  DE000SV49JN4  /

EUWAX
2024-05-17  6:16:00 PM Chg.+0.16 Bid7:46:40 AM Ask7:46:40 AM Underlying Strike price Expiration date Option type
1.05EUR +17.98% 1.08
Bid Size: 2,800		 1.14
Ask Size: 2,800		 STROEER SE + CO. KGA... 56.00 - 2024-06-21 Call
 

Master data

WKN: SV49JN
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.06
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 1.06
Time value: 0.06
Break-even: 67.20
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 5.66%
Delta: 0.91
Theta: -0.03
Omega: 5.42
Rho: 0.05
 

Quote data

Open: 0.88
High: 1.06
Low: 0.88
Previous Close: 0.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+156.10%
3 Months  
+356.52%
YTD  
+208.82%
1 Year  
+176.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.05 0.61
1M High / 1M Low: 1.05 0.48
6M High / 6M Low: 1.05 0.16
High (YTD): 2024-05-17 1.05
Low (YTD): 2024-03-01 0.16
52W High: 2024-05-17 1.05
52W Low: 2023-11-01 0.09
Avg. price 1W:   0.78
Avg. volume 1W:   0.00
Avg. price 1M:   0.63
Avg. volume 1M:   0.00
Avg. price 6M:   0.35
Avg. volume 6M:   0.00
Avg. price 1Y:   0.26
Avg. volume 1Y:   0.00
Volatility 1M:   252.62%
Volatility 6M:   200.01%
Volatility 1Y:   199.57%
Volatility 3Y:   -