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Soc. Generale Call 750 BLK 21.06..../  DE000SV44CL4  /

EUWAX
2024-06-04  9:47:23 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 BlackRock Inc 750.00 USD 2024-06-21 Call
 

Master data

WKN: SV44CL
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 750.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.99
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.25
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.25
Time value: 0.06
Break-even: 718.61
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.78
Theta: -0.37
Omega: 17.90
Rho: 0.24
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+7.14%
3 Months
  -62.50%
YTD
  -68.09%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.170
1M High / 1M Low: 0.630 0.170
6M High / 6M Low: 1.000 0.170
High (YTD): 2024-03-22 1.000
Low (YTD): 2024-05-30 0.170
52W High: 2024-03-22 1.000
52W Low: 2023-11-01 0.130
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   336.25%
Volatility 6M:   187.63%
Volatility 1Y:   166.69%
Volatility 3Y:   -