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Soc. Generale Call 132 EA 17.01.2.../  DE000SV66D84  /

Frankfurt Zert./SG
2024-07-26  5:04:27 PM Chg.+0.080 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
1.790EUR +4.68% 1.790
Bid Size: 50,000		 1.800
Ask Size: 50,000		 Electronic Arts Inc 132.00 USD 2025-01-17 Call
 

Master data

WKN: SV66D8
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 132.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.82
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.90
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.90
Time value: 0.77
Break-even: 138.34
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.70
Theta: -0.03
Omega: 5.51
Rho: 0.36
 

Quote data

Open: 1.660
High: 1.790
Low: 1.640
Previous Close: 1.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.74%
1 Month  
+10.49%
3 Months  
+62.73%
YTD
  -1.11%
1 Year
  -23.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.560
1M High / 1M Low: 2.040 1.370
6M High / 6M Low: 2.260 0.850
High (YTD): 2024-02-15 2.260
Low (YTD): 2024-05-08 0.850
52W High: 2023-07-26 2.340
52W Low: 2024-05-08 0.850
Avg. price 1W:   1.662
Avg. volume 1W:   0.000
Avg. price 1M:   1.666
Avg. volume 1M:   0.000
Avg. price 6M:   1.478
Avg. volume 6M:   0.000
Avg. price 1Y:   1.552
Avg. volume 1Y:   0.000
Volatility 1M:   130.67%
Volatility 6M:   116.60%
Volatility 1Y:   100.89%
Volatility 3Y:   -