Soc. Generale Call 110 EA 20.09.2024
/ DE000SV7H087
Soc. Generale Call 110 EA 20.09.2.../ DE000SV7H087 /
26/07/2024 21:39:19 |
Chg.+0.240 |
Bid21:59:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.330EUR |
+7.77% |
3.330 Bid Size: 2,000 |
- Ask Size: - |
Electronic Arts Inc |
110.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SV7H08 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.30 |
Intrinsic value: |
3.24 |
Implied volatility: |
0.43 |
Historic volatility: |
0.17 |
Parity: |
3.24 |
Time value: |
0.09 |
Break-even: |
134.63 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
3.87 |
Rho: |
0.14 |
Quote data
Open: |
2.960 |
High: |
3.330 |
Low: |
2.940 |
Previous Close: |
3.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.22% |
1 Month |
|
|
+14.43% |
3 Months |
|
|
+60.10% |
YTD |
|
|
+12.12% |
1 Year |
|
|
-3.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.330 |
3.000 |
1M High / 1M Low: |
3.490 |
2.690 |
6M High / 6M Low: |
3.590 |
1.790 |
High (YTD): |
15/02/2024 |
3.590 |
Low (YTD): |
08/05/2024 |
1.790 |
52W High: |
15/02/2024 |
3.590 |
52W Low: |
08/05/2024 |
1.790 |
Avg. price 1W: |
|
3.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.656 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.664 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.47% |
Volatility 6M: |
|
84.28% |
Volatility 1Y: |
|
76.21% |
Volatility 3Y: |
|
- |