Soc. Generale Call 150 GXI 20.12.2024
/ DE000SV6DPN4
Soc. Generale Call 150 GXI 20.12..../ DE000SV6DPN4 /
14/08/2024 10:05:13 |
Chg.0.000 |
Bid21:45:04 |
Ask21:45:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
0.00% |
0.068 Bid Size: 10,000 |
0.083 Ask Size: 10,000 |
GERRESHEIMER AG |
150.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SV6DPN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
107.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.39 |
Parity: |
-5.34 |
Time value: |
0.09 |
Break-even: |
150.90 |
Moneyness: |
0.64 |
Premium: |
0.56 |
Premium p.a.: |
2.57 |
Spread abs.: |
0.01 |
Spread %: |
12.50% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
8.77 |
Rho: |
0.02 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.072 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-57.65% |
3 Months |
|
|
-64.00% |
YTD |
|
|
-75.17% |
1 Year |
|
|
-93.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.070 |
1M High / 1M Low: |
0.190 |
0.064 |
6M High / 6M Low: |
0.570 |
0.064 |
High (YTD): |
06/03/2024 |
0.570 |
Low (YTD): |
05/08/2024 |
0.064 |
52W High: |
01/09/2023 |
1.290 |
52W Low: |
05/08/2024 |
0.064 |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.275 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.378 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
397.99% |
Volatility 6M: |
|
365.73% |
Volatility 1Y: |
|
292.71% |
Volatility 3Y: |
|
- |