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Soc. Generale Call 3600 PCE1 17.0.../  DE000SV4JJR0  /

EUWAX
03/09/2024  08:55:05 Chg.+0.18 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
4.45EUR +4.22% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 3,600.00 - 17/01/2025 Call
 

Master data

WKN: SV4JJR
Issuer: Société Générale
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 17/01/2025
Issue date: 19/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.53
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.23
Parity: -0.68
Time value: 4.69
Break-even: 4,069.00
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 1.30%
Delta: 0.56
Theta: -1.89
Omega: 4.23
Rho: 5.64
 

Quote data

Open: 4.45
High: 4.45
Low: 4.45
Previous Close: 4.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.92%
1 Month  
+121.39%
3 Months
  -0.89%
YTD
  -2.63%
1 Year  
+32.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.43 3.65
1M High / 1M Low: 4.43 1.53
6M High / 6M Low: 6.29 1.53
High (YTD): 17/07/2024 6.29
Low (YTD): 08/08/2024 1.53
52W High: 17/07/2024 6.29
52W Low: 08/08/2024 1.53
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   0.00
Avg. price 6M:   4.11
Avg. volume 6M:   0.00
Avg. price 1Y:   3.81
Avg. volume 1Y:   0.00
Volatility 1M:   227.96%
Volatility 6M:   155.30%
Volatility 1Y:   129.94%
Volatility 3Y:   -