Soc. Generale Call 156 EA 17.01.2025
/ DE000SV66ED0
Soc. Generale Call 156 EA 17.01.2.../ DE000SV66ED0 /
| 2024-11-08 9:36:16 PM |
Chg.-0.140 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-17.50% |
0.660
Bid Size: 4,600 |
0.680
Ask Size: 4,600 |
Electronic Arts Inc |
156.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV66ED |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.37 |
| Time value: |
0.46 |
| Break-even: |
152.80 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
11.48 |
| Rho: |
0.17 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.660 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
+106.25% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-12.00% |
| 1 Year |
|
|
-7.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.460 |
| 1M High / 1M Low: |
0.800 |
0.270 |
| 6M High / 6M Low: |
0.900 |
0.190 |
| High (YTD): |
2024-02-15 |
0.970 |
| Low (YTD): |
2024-05-14 |
0.190 |
| 52W High: |
2023-12-13 |
1.000 |
| 52W Low: |
2024-05-14 |
0.190 |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.546 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
213.52% |
| Volatility 6M: |
|
205.77% |
| Volatility 1Y: |
|
168.99% |
| Volatility 3Y: |
|
- |
