Soc. Generale Call 118 EA 17.01.2025
/ DE000SV697F6
Soc. Generale Call 118 EA 17.01.2.../ DE000SV697F6 /
| 2024-07-26 5:22:42 PM |
Chg.+0.090 |
Bid5:52:18 PM |
Ask5:52:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+3.35% |
2.810
Bid Size: 45,000 |
2.830
Ask Size: 45,000 |
Electronic Arts Inc |
118.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV697F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
2.19 |
| Time value: |
0.48 |
| Break-even: |
135.44 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.10 |
| Rho: |
0.40 |
Quote data
| Open: |
2.640 |
| High: |
2.780 |
| Low: |
2.620 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.45% |
| 1 Month |
|
|
+5.70% |
| 3 Months |
|
|
+46.32% |
| YTD |
|
|
+4.51% |
| 1 Year |
|
|
-12.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.540 |
| 1M High / 1M Low: |
3.070 |
2.340 |
| 6M High / 6M Low: |
3.250 |
1.630 |
| High (YTD): |
2024-02-15 |
3.250 |
| Low (YTD): |
2024-05-08 |
1.630 |
| 52W High: |
2024-02-15 |
3.250 |
| 52W Low: |
2024-05-08 |
1.630 |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.396 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
91.97% |
| Volatility 6M: |
|
84.70% |
| Volatility 1Y: |
|
77.19% |
| Volatility 3Y: |
|
- |
