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Soc. Generale Call 160 EL 20.12.2.../  DE000SV697Y7  /

Frankfurt Zert./SG
2024-07-05  9:45:00 PM Chg.+0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Estee Lauder Compani... 160.00 USD 2024-12-20 Call
 

Master data

WKN: SV697Y
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.51
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -4.95
Time value: 0.18
Break-even: 149.41
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.13
Theta: -0.02
Omega: 7.28
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -54.05%
3 Months
  -88.74%
YTD
  -91.28%
1 Year
  -96.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.370 0.150
6M High / 6M Low: 2.240 0.150
High (YTD): 2024-03-13 2.240
Low (YTD): 2024-07-04 0.150
52W High: 2023-07-10 5.310
52W Low: 2024-07-04 0.150
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   1.131
Avg. volume 6M:   0.000
Avg. price 1Y:   1.770
Avg. volume 1Y:   0.000
Volatility 1M:   161.64%
Volatility 6M:   173.19%
Volatility 1Y:   163.06%
Volatility 3Y:   -