Soc. Generale Call 135 EA 20.12.2024
/ DE000SH8LR91
Soc. Generale Call 135 EA 20.12.2.../ DE000SH8LR91 /
30/08/2024 21:42:10 |
Chg.+0.050 |
Bid21:58:53 |
Ask21:58:53 |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
+2.76% |
1.900 Bid Size: 3,000 |
1.910 Ask Size: 3,000 |
Electronic Arts Inc |
135.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SH8LR9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
11/04/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
1.52 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
1.52 |
Time value: |
0.38 |
Break-even: |
141.20 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
5.87 |
Rho: |
0.28 |
Quote data
Open: |
1.690 |
High: |
1.860 |
Low: |
1.690 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
-6.06% |
3 Months |
|
|
+113.79% |
YTD |
|
|
+19.23% |
1 Year |
|
|
+77.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.860 |
1.660 |
1M High / 1M Low: |
1.980 |
1.520 |
6M High / 6M Low: |
1.980 |
0.650 |
High (YTD): |
31/07/2024 |
1.980 |
Low (YTD): |
08/05/2024 |
0.650 |
52W High: |
13/12/2023 |
1.990 |
52W Low: |
08/05/2024 |
0.650 |
Avg. price 1W: |
|
1.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.673 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.353 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
82.91% |
Volatility 6M: |
|
131.42% |
Volatility 1Y: |
|
110.83% |
Volatility 3Y: |
|
- |