Soc. Generale Call 110 TGR 17.01.2025
/ DE000SV1GMM7
Soc. Generale Call 110 TGR 17.01..../ DE000SV1GMM7 /
| 2024-07-11 9:43:59 AM |
Chg.+0.07 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
+3.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.83% |
| 1 Month |
|
|
-27.46% |
| 3 Months |
|
|
-29.93% |
| YTD |
|
|
-18.25% |
| 1 Year |
|
|
-35.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.99 |
| 1M High / 1M Low: |
2.84 |
1.99 |
| 6M High / 6M Low: |
3.33 |
1.99 |
| High (YTD): |
2024-04-30 |
3.33 |
| Low (YTD): |
2024-07-10 |
1.99 |
| 52W High: |
2023-07-31 |
3.48 |
| 52W Low: |
2023-10-12 |
1.91 |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.27% |
| Volatility 6M: |
|
70.32% |
| Volatility 1Y: |
|
61.98% |
| Volatility 3Y: |
|
- |
