Soc. Generale Call 152 EA 17.01.2025
/ DE000SV66EC2
Soc. Generale Call 152 EA 17.01.2.../ DE000SV66EC2 /
8/29/2024 9:37:42 PM |
Chg.+0.050 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+6.17% |
0.840 Bid Size: 4,000 |
0.850 Ask Size: 4,000 |
Electronic Arts Inc |
152.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SV66EC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/7/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
-0.24 |
Time value: |
0.81 |
Break-even: |
144.74 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.52 |
Theta: |
-0.04 |
Omega: |
8.63 |
Rho: |
0.24 |
Quote data
Open: |
0.780 |
High: |
0.890 |
Low: |
0.730 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.81% |
1 Month |
|
|
-9.47% |
3 Months |
|
|
+115.00% |
YTD |
|
|
-1.15% |
1 Year |
|
|
+36.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.700 |
1M High / 1M Low: |
1.080 |
0.700 |
6M High / 6M Low: |
1.080 |
0.260 |
High (YTD): |
2/15/2024 |
1.140 |
Low (YTD): |
5/20/2024 |
0.260 |
52W High: |
12/13/2023 |
1.180 |
52W Low: |
5/20/2024 |
0.260 |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.823 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.708 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
124.60% |
Volatility 6M: |
|
178.06% |
Volatility 1Y: |
|
144.46% |
Volatility 3Y: |
|
- |