Soc. Generale Call 130 EA 20.09.2024
/ DE000SV67186
Soc. Generale Call 130 EA 20.09.2.../ DE000SV67186 /
| 2024-07-26 5:36:02 PM |
Chg.+0.040 |
Bid5:44:49 PM |
Ask5:44:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+2.82% |
1.490
Bid Size: 50,000 |
1.500
Ask Size: 50,000 |
Electronic Arts Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV6718 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.09 |
| Time value: |
0.28 |
| Break-even: |
133.50 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
7.49 |
| Rho: |
0.14 |
Quote data
| Open: |
1.360 |
| High: |
1.470 |
| Low: |
1.340 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.06% |
| 1 Month |
|
|
+8.15% |
| 3 Months |
|
|
+84.81% |
| YTD |
|
|
-9.88% |
| 1 Year |
|
|
-33.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.280 |
| 1M High / 1M Low: |
1.810 |
1.070 |
| 6M High / 6M Low: |
2.050 |
0.540 |
| High (YTD): |
2024-02-15 |
2.050 |
| Low (YTD): |
2024-05-14 |
0.540 |
| 52W High: |
2023-07-26 |
2.200 |
| 52W Low: |
2024-05-14 |
0.540 |
| Avg. price 1W: |
|
1.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.317 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
168.69% |
| Volatility 6M: |
|
158.29% |
| Volatility 1Y: |
|
129.72% |
| Volatility 3Y: |
|
- |
