Soc. Generale Call 125 EA 20.09.2024
/ DE000SV67178
Soc. Generale Call 125 EA 20.09.2.../ DE000SV67178 /
| 2024-07-26 9:41:12 PM |
Chg.+0.250 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+13.97% |
2.030
Bid Size: 2,000 |
2.050
Ask Size: 2,000 |
Electronic Arts Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV6717 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 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: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
1.86 |
| Time value: |
0.19 |
| Break-even: |
135.65 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
5.70 |
| Rho: |
0.15 |
Quote data
| Open: |
1.720 |
| High: |
2.040 |
| Low: |
1.710 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+23.64% |
| 3 Months |
|
|
+92.45% |
| YTD |
|
|
+5.70% |
| 1 Year |
|
|
-16.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.720 |
| 1M High / 1M Low: |
2.210 |
1.440 |
| 6M High / 6M Low: |
2.410 |
0.780 |
| High (YTD): |
2024-02-15 |
2.410 |
| Low (YTD): |
2024-05-08 |
0.780 |
| 52W High: |
2023-07-28 |
2.490 |
| 52W Low: |
2024-05-08 |
0.780 |
| Avg. price 1W: |
|
1.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.615 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
147.57% |
| Volatility 6M: |
|
136.42% |
| Volatility 1Y: |
|
113.98% |
| Volatility 3Y: |
|
- |
