Soc. Generale Call 120 5UR 20.12.2024
/ DE000SV46BD8
Soc. Generale Call 120 5UR 20.12..../ DE000SV46BD8 /
05/08/2024 19:02:32 |
Chg.-0.030 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-5.56% |
0.510 Bid Size: 175,000 |
0.520 Ask Size: 175,000 |
RTX CORP. ... |
120.00 - |
20/12/2024 |
Call |
Master data
WKN: |
SV46BD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
20/12/2024 |
Issue date: |
09/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
-1.33 |
Time value: |
0.56 |
Break-even: |
125.60 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
7.06 |
Rho: |
0.13 |
Quote data
Open: |
0.390 |
High: |
0.510 |
Low: |
0.390 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.60% |
1 Month |
|
|
+466.67% |
3 Months |
|
|
+200.00% |
YTD |
|
|
+553.85% |
1 Year |
|
|
+168.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.430 |
1M High / 1M Low: |
0.600 |
0.090 |
6M High / 6M Low: |
0.600 |
0.068 |
High (YTD): |
31/07/2024 |
0.600 |
Low (YTD): |
22/01/2024 |
0.065 |
52W High: |
31/07/2024 |
0.600 |
52W Low: |
15/12/2023 |
0.043 |
Avg. price 1W: |
|
0.532 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.136 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
491.28% |
Volatility 6M: |
|
251.42% |
Volatility 1Y: |
|
210.70% |
Volatility 3Y: |
|
- |