Soc. Generale Call 110 TGR 17.01.2025
/ DE000SV1GMM7
Soc. Generale Call 110 TGR 17.01..../ DE000SV1GMM7 /
| 10/15/2024 9:17:19 AM |
Chg.+0.10 |
Bid10/15/2024 |
Ask10/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+4.46% |
2.34
Bid Size: 2,000 |
-
Ask Size: - |
YUM BRANDS |
110.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
SV1GMM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/24/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.14 |
| Parity: |
1.34 |
| Time value: |
1.07 |
| Break-even: |
134.10 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
3.60 |
| Rho: |
0.16 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
+9.35% |
| 3 Months |
|
|
+7.34% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
+20.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.18 |
| 1M High / 1M Low: |
2.72 |
1.80 |
| 6M High / 6M Low: |
3.33 |
1.80 |
| High (YTD): |
4/30/2024 |
3.33 |
| Low (YTD): |
9/23/2024 |
1.80 |
| 52W High: |
4/30/2024 |
3.33 |
| 52W Low: |
9/23/2024 |
1.80 |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
119.58% |
| Volatility 6M: |
|
81.54% |
| Volatility 1Y: |
|
71.35% |
| Volatility 3Y: |
|
- |
