Soc. Generale Call 150 GXI 20.12.2024
/ DE000SV6DPN4
Soc. Generale Call 150 GXI 20.12..../ DE000SV6DPN4 /
8/16/2024 11:42:57 AM |
Chg.-0.001 |
Bid9:17:21 PM |
Ask9:17:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.075EUR |
-1.32% |
0.065 Bid Size: 10,000 |
0.080 Ask Size: 10,000 |
GERRESHEIMER AG |
150.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SV6DPN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
115.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.39 |
Parity: |
-5.21 |
Time value: |
0.09 |
Break-even: |
150.85 |
Moneyness: |
0.65 |
Premium: |
0.54 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.01 |
Spread %: |
13.33% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
9.13 |
Rho: |
0.02 |
Quote data
Open: |
0.075 |
High: |
0.075 |
Low: |
0.075 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.82% |
1 Month |
|
|
-60.53% |
3 Months |
|
|
-68.75% |
YTD |
|
|
-74.14% |
1 Year |
|
|
-93.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.070 |
1M High / 1M Low: |
0.190 |
0.064 |
6M High / 6M Low: |
0.570 |
0.064 |
High (YTD): |
3/6/2024 |
0.570 |
Low (YTD): |
8/5/2024 |
0.064 |
52W High: |
9/1/2023 |
1.290 |
52W Low: |
8/5/2024 |
0.064 |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.274 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.369 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
388.45% |
Volatility 6M: |
|
363.97% |
Volatility 1Y: |
|
292.75% |
Volatility 3Y: |
|
- |