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

Frankfurt Zert./SG
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:   -