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Soc. Generale Call 145 EA 20.09.2.../  DE000SV672B8  /

Frankfurt Zert./SG
26/07/2024  21:35:21 Chg.+0.110 Bid21:59:29 Ask21:59:29 Underlying Strike price Expiration date Option type
0.610EUR +22.00% 0.620
Bid Size: 4,900		 0.630
Ask Size: 4,900		 Electronic Arts Inc 145.00 USD 20/09/2024 Call
 

Master data

WKN: SV672B
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 145.00 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: 21.23
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.02
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.02
Time value: 0.61
Break-even: 139.87
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.55
Theta: -0.06
Omega: 11.59
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.610
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.64%
1 Month  
+45.24%
3 Months  
+125.93%
YTD
  -29.07%
1 Year
  -55.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.470
1M High / 1M Low: 0.760 0.320
6M High / 6M Low: 1.110 0.140
High (YTD): 15/02/2024 1.110
Low (YTD): 20/05/2024 0.140
52W High: 28/07/2023 1.400
52W Low: 20/05/2024 0.140
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.484
Avg. volume 6M:   0.000
Avg. price 1Y:   0.630
Avg. volume 1Y:   0.000
Volatility 1M:   272.50%
Volatility 6M:   251.50%
Volatility 1Y:   193.92%
Volatility 3Y:   -