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Soc. Generale Call 120 EA 20.09.2.../  DE000SV67160  /

Frankfurt Zert./SG
2024-07-26  9:48:32 PM Chg.+0.250 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
2.450EUR +11.36% 2.450
Bid Size: 2,000		 -
Ask Size: -		 Electronic Arts Inc 120.00 USD 2024-09-20 Call
 

Master data

WKN: SV6716
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.32
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 2.32
Time value: 0.13
Break-even: 135.04
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.04
Omega: 5.04
Rho: 0.15
 

Quote data

Open: 2.110
High: 2.450
Low: 2.110
Previous Close: 2.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.51%
1 Month  
+20.10%
3 Months  
+78.83%
YTD  
+8.41%
1 Year
  -11.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.450 2.140
1M High / 1M Low: 2.630 1.830
6M High / 6M Low: 2.790 1.090
High (YTD): 2024-02-15 2.790
Low (YTD): 2024-05-08 1.090
52W High: 2023-07-28 2.810
52W Low: 2024-05-08 1.090
Avg. price 1W:   2.246
Avg. volume 1W:   0.000
Avg. price 1M:   2.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.874
Avg. volume 6M:   0.000
Avg. price 1Y:   1.939
Avg. volume 1Y:   0.000
Volatility 1M:   124.67%
Volatility 6M:   113.57%
Volatility 1Y:   98.11%
Volatility 3Y:   -