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Soc. Generale Call 135 EA 20.09.2.../  DE000SV67194  /

Frankfurt Zert./SG
7/5/2024  9:41:13 PM Chg.-0.030 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
0.770EUR -3.75% 0.800
Bid Size: 4,000		 0.810
Ask Size: 4,000		 Electronic Arts Inc 135.00 USD 9/20/2024 Call
 

Master data

WKN: SV6719
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 9/20/2024
Issue date: 6/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.09
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.34
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.34
Time value: 0.51
Break-even: 133.38
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.64
Theta: -0.05
Omega: 9.59
Rho: 0.15
 

Quote data

Open: 0.850
High: 0.850
Low: 0.750
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.48%
1 Month
  -9.41%
3 Months  
+2.67%
YTD
  -42.96%
1 Year
  -47.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.750
1M High / 1M Low: 1.040 0.740
6M High / 6M Low: 1.700 0.350
High (YTD): 2/15/2024 1.700
Low (YTD): 5/8/2024 0.350
52W High: 7/25/2023 2.000
52W Low: 5/8/2024 0.350
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.847
Avg. volume 1M:   0.000
Avg. price 6M:   0.938
Avg. volume 6M:   0.000
Avg. price 1Y:   1.089
Avg. volume 1Y:   0.000
Volatility 1M:   120.93%
Volatility 6M:   172.81%
Volatility 1Y:   143.76%
Volatility 3Y:   -