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Soc. Generale Call 160 FI 20.12.2.../  DE000SV79H85  /

Frankfurt Zert./SG
02/08/2024  21:38:15 Chg.-0.150 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
0.990EUR -13.16% 0.990
Bid Size: 4,000		 1.000
Ask Size: 4,000		 Fiserv 160.00 USD 20/12/2024 Call
 

Master data

WKN: SV79H8
Issuer: Société Générale
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 04/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.86
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -0.10
Time value: 0.98
Break-even: 156.44
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.55
Theta: -0.04
Omega: 8.16
Rho: 0.27
 

Quote data

Open: 0.990
High: 1.010
Low: 0.940
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.02%
1 Month  
+106.25%
3 Months  
+26.92%
YTD  
+147.50%
1 Year  
+70.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.990
1M High / 1M Low: 1.230 0.460
6M High / 6M Low: 1.370 0.460
High (YTD): 02/04/2024 1.370
Low (YTD): 03/01/2024 0.380
52W High: 02/04/2024 1.370
52W Low: 31/10/2023 0.170
Avg. price 1W:   1.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.866
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   209.36%
Volatility 6M:   152.76%
Volatility 1Y:   134.07%
Volatility 3Y:   -