OverviewChartNewsTraderScreen

Soc. Generale Call 120 TGT 20.09..../  DE000SV6T1L0  /

Frankfurt Zert./SG
15/08/2024  20:04:18 Chg.+0.390 Bid20:28:49 Ask20:28:49 Underlying Strike price Expiration date Option type
2.020EUR +23.93% 2.030
Bid Size: 45,000		 2.050
Ask Size: 45,000		 Target Corp 120.00 USD 20/09/2024 Call
 

Master data

WKN: SV6T1L
Issuer: Société Générale
Currency: EUR
Underlying: Target Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/09/2024
Issue date: 29/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.66
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.43
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 1.43
Time value: 0.18
Break-even: 125.08
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.85
Theta: -0.06
Omega: 6.48
Rho: 0.09
 

Quote data

Open: 1.490
High: 2.160
Low: 1.490
Previous Close: 1.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.17%
1 Month
  -33.55%
3 Months
  -44.81%
YTD
  -24.91%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.540
1M High / 1M Low: 3.370 1.540
6M High / 6M Low: 5.370 1.540
High (YTD): 02/04/2024 5.370
Low (YTD): 08/08/2024 1.540
52W High: 02/04/2024 5.370
52W Low: 09/11/2023 0.840
Avg. price 1W:   1.600
Avg. volume 1W:   0.000
Avg. price 1M:   2.374
Avg. volume 1M:   0.000
Avg. price 6M:   3.423
Avg. volume 6M:   0.000
Avg. price 1Y:   2.665
Avg. volume 1Y:   0.000
Volatility 1M:   139.15%
Volatility 6M:   124.22%
Volatility 1Y:   155.37%
Volatility 3Y:   -