Soc. Generale Call 155 EA 20.09.2024
/ DE000SV672D4
Soc. Generale Call 155 EA 20.09.2.../ DE000SV672D4 /
2024-08-30 9:45:50 PM |
Chg.+0.010 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.150 Bid Size: 10,000 |
0.160 Ask Size: 10,000 |
Electronic Arts Inc |
155.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SV672D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
85.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-0.29 |
Time value: |
0.16 |
Break-even: |
141.91 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.36 |
Theta: |
-0.07 |
Omega: |
30.89 |
Rho: |
0.03 |
Quote data
Open: |
0.095 |
High: |
0.140 |
Low: |
0.095 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+77.22% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
+40.00% |
YTD |
|
|
-73.08% |
1 Year |
|
|
-61.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.280 |
0.079 |
6M High / 6M Low: |
0.510 |
0.052 |
High (YTD): |
2024-02-15 |
0.670 |
Low (YTD): |
2024-05-14 |
0.052 |
52W High: |
2023-12-13 |
0.760 |
52W Low: |
2024-05-14 |
0.052 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.331 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
295.58% |
Volatility 6M: |
|
309.13% |
Volatility 1Y: |
|
238.23% |
Volatility 3Y: |
|
- |