OverviewChartNewsTraderScreen

Soc. Generale Call 140 AEC1 20.09.../  DE000SV192B7  /

Frankfurt Zert./SG
12/09/2024  10:54:53 Chg.-0.050 Bid21:59:25 Ask- Underlying Strike price Expiration date Option type
10.250EUR -0.49% -
Bid Size: -		 -
Ask Size: -		 AMER. EXPRESS DL... 140.00 - 20/09/2024 Call
 

Master data

WKN: SV192B
Issuer: Société Générale
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 20/09/2024
Issue date: 17/03/2023
Last trading day: 12/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.21
Leverage: Yes

Calculated values

Fair value: 9.04
Intrinsic value: 9.03
Implied volatility: 4.58
Historic volatility: 0.21
Parity: 9.03
Time value: 1.37
Break-even: 244.00
Moneyness: 1.65
Premium: 0.06
Premium p.a.: 19.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -2.27
Omega: 1.92
Rho: 0.02
 

Quote data

Open: 10.220
High: 10.290
Low: 10.220
Previous Close: 10.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+13.51%
3 Months  
+30.41%
YTD  
+109.61%
1 Year  
+228.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.300 9.430
1M High / 1M Low: 10.790 8.940
6M High / 6M Low: 10.790 7.350
High (YTD): 29/08/2024 10.790
Low (YTD): 18/01/2024 4.360
52W High: 29/08/2024 10.790
52W Low: 27/10/2023 1.920
Avg. price 1W:   9.922
Avg. volume 1W:   0.000
Avg. price 1M:   9.993
Avg. volume 1M:   0.000
Avg. price 6M:   9.032
Avg. volume 6M:   0.000
Avg. price 1Y:   6.712
Avg. volume 1Y:   0.000
Volatility 1M:   60.86%
Volatility 6M:   55.14%
Volatility 1Y:   65.03%
Volatility 3Y:   -