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Soc. Generale Call 140 EA 20.09.2.../  DE000SV672A0  /

Frankfurt Zert./SG
26/07/2024  21:35:47 Chg.+0.170 Bid21:59:35 Ask21:59:35 Underlying Strike price Expiration date Option type
0.900EUR +23.29% 0.900
Bid Size: 3,400		 0.910
Ask Size: 3,400		 Electronic Arts Inc 140.00 USD 20/09/2024 Call
 

Master data

WKN: SV672A
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 08/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.70
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.48
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.48
Time value: 0.43
Break-even: 138.06
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.66
Theta: -0.06
Omega: 9.75
Rho: 0.12
 

Quote data

Open: 0.710
High: 0.900
Low: 0.690
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+40.63%
3 Months  
+125.00%
YTD
  -16.67%
1 Year
  -43.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.700
1M High / 1M Low: 1.060 0.500
6M High / 6M Low: 1.390 0.220
High (YTD): 15/02/2024 1.390
Low (YTD): 14/05/2024 0.220
52W High: 28/07/2023 1.640
52W Low: 14/05/2024 0.220
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.756
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   .723
Volatility 1M:   241.07%
Volatility 6M:   221.84%
Volatility 1Y:   173.51%
Volatility 3Y:   -