Soc. Generale Call 150 EA 20.12.2024
/ DE000SH8BEJ4
Soc. Generale Call 150 EA 20.12.2.../ DE000SH8BEJ4 /
2024-07-26 5:39:58 PM |
Chg.+0.040 |
Bid6:12:04 PM |
Ask6:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+5.88% |
0.740 Bid Size: 80,000 |
0.750 Ask Size: 80,000 |
Electronic Arts Inc |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SH8BEJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-04-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.76 |
Time value: |
0.67 |
Break-even: |
144.93 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.44 |
Theta: |
-0.04 |
Omega: |
8.56 |
Rho: |
0.20 |
Quote data
Open: |
0.650 |
High: |
0.720 |
Low: |
0.640 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
+22.03% |
3 Months |
|
|
+89.47% |
YTD |
|
|
-18.18% |
1 Year |
|
|
-48.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.600 |
1M High / 1M Low: |
0.890 |
0.450 |
6M High / 6M Low: |
1.150 |
0.230 |
High (YTD): |
2024-02-15 |
1.150 |
Low (YTD): |
2024-05-14 |
0.230 |
52W High: |
2023-07-26 |
1.400 |
52W Low: |
2024-05-14 |
0.230 |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.592 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.703 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
197.08% |
Volatility 6M: |
|
188.84% |
Volatility 1Y: |
|
152.60% |
Volatility 3Y: |
|
- |