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

EUWAX
26/07/2024  08:53:02 Chg.- Bid08:01:48 Ask08:01:48 Underlying Strike price Expiration date Option type
3.47EUR - 3.67
Bid Size: 1,000		 3.90
Ask Size: 1,000		 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: 9.26
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -1.91
Time value: 3.68
Break-even: 3,968.00
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 2.22%
Delta: 0.51
Theta: -1.35
Omega: 4.77
Rho: 6.60
 

Quote data

Open: 3.47
High: 3.47
Low: 3.47
Previous Close: 4.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.33%
1 Month
  -42.17%
3 Months
  -0.29%
YTD
  -24.07%
1 Year  
+20.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.45 3.47
1M High / 1M Low: 6.29 3.47
6M High / 6M Low: 6.29 2.87
High (YTD): 17/07/2024 6.29
Low (YTD): 02/05/2024 2.87
52W High: 17/07/2024 6.29
52W Low: 01/11/2023 1.61
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   5.21
Avg. volume 1M:   0.00
Avg. price 6M:   4.46
Avg. volume 6M:   0.00
Avg. price 1Y:   3.85
Avg. volume 1Y:   0.00
Volatility 1M:   135.35%
Volatility 6M:   114.05%
Volatility 1Y:   115.83%
Volatility 3Y:   -