Soc. Generale Call 110 TGR 17.01.2025
/ DE000SV1GMM7
Soc. Generale Call 110 TGR 17.01..../ DE000SV1GMM7 /
| 2024-07-11 9:37:37 PM |
Chg.+0.050 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+2.38% |
2.140
Bid Size: 4,000 |
2.160
Ask Size: 4,000 |
YUM BRANDS |
110.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SV1GMM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.14 |
| Parity: |
0.92 |
| Time value: |
1.22 |
| Break-even: |
131.40 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
3.78 |
| Rho: |
0.31 |
Quote data
| Open: |
2.060 |
| High: |
2.210 |
| Low: |
2.000 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.90% |
| 1 Month |
|
|
-24.83% |
| 3 Months |
|
|
-30.87% |
| YTD |
|
|
-15.35% |
| 1 Year |
|
|
-33.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.940 |
| 1M High / 1M Low: |
2.930 |
1.940 |
| 6M High / 6M Low: |
3.420 |
1.940 |
| High (YTD): |
2024-04-29 |
3.420 |
| Low (YTD): |
2024-07-09 |
1.940 |
| 52W High: |
2023-07-31 |
3.460 |
| 52W Low: |
2023-10-12 |
1.900 |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.715 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
57.20% |
| Volatility 6M: |
|
64.33% |
| Volatility 1Y: |
|
59.75% |
| Volatility 3Y: |
|
- |
