Soc. Generale Call 110 TGR 17.01.2025
/ DE000SV1GMM7
Soc. Generale Call 110 TGR 17.01..../ DE000SV1GMM7 /
| 19/11/2024 09:21:30 |
Chg.+0.06 |
Bid12:51:40 |
Ask12:51:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+2.79% |
2.19
Bid Size: 2,000 |
-
Ask Size: - |
YUM BRANDS |
110.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
SV1GMM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
24/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.15 |
| Parity: |
1.65 |
| Time value: |
0.64 |
| Break-even: |
132.90 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
4.14 |
| Rho: |
0.12 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.60% |
| 1 Month |
|
|
-0.90% |
| 3 Months |
|
|
-11.25% |
| YTD |
|
|
-12.30% |
| 1 Year |
|
|
-9.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.15 |
| 1M High / 1M Low: |
2.58 |
1.99 |
| 6M High / 6M Low: |
3.15 |
1.80 |
| High (YTD): |
30/04/2024 |
3.33 |
| Low (YTD): |
23/09/2024 |
1.80 |
| 52W High: |
30/04/2024 |
3.33 |
| 52W Low: |
23/09/2024 |
1.80 |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.74% |
| Volatility 6M: |
|
81.70% |
| Volatility 1Y: |
|
74.66% |
| Volatility 3Y: |
|
- |
