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Soc. Generale Call 150 GXI 20.12..../  DE000SV6DPN4  /

Frankfurt Zert./SG
2024-07-31  11:09:13 AM Chg.0.000 Bid11:43:54 AM Ask11:43:54 AM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.100
Bid Size: 10,000		 0.110
Ask Size: 10,000		 GERRESHEIMER AG 150.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DPN
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 80.83
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -5.30
Time value: 0.12
Break-even: 151.20
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 2.13
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.10
Theta: -0.02
Omega: 8.06
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -50.00%
3 Months
  -60.71%
YTD
  -62.07%
1 Year
  -86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.240 0.088
6M High / 6M Low: 0.570 0.088
High (YTD): 2024-03-06 0.570
Low (YTD): 2024-07-25 0.088
52W High: 2023-09-01 1.290
52W Low: 2024-07-25 0.088
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.408
Avg. volume 1Y:   0.000
Volatility 1M:   244.15%
Volatility 6M:   339.42%
Volatility 1Y:   278.45%
Volatility 3Y:   -