Soc. Generale Call 280 FDX 20.09.2024
/ DE000SV2LLV8
Soc. Generale Call 280 FDX 20.09..../ DE000SV2LLV8 /
| 9/3/2024 9:27:26 AM |
Chg.- |
Bid9:04:21 AM |
Ask9:04:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
- |
1.60
Bid Size: 1,900 |
1.85
Ask Size: 1,900 |
FedEx Corp |
280.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SV2LLV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/24/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
1.70 |
| Time value: |
0.27 |
| Break-even: |
272.70 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.55% |
| Delta: |
0.81 |
| Theta: |
-0.19 |
| Omega: |
11.11 |
| Rho: |
0.09 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
-12.44% |
| 3 Months |
|
|
+304.26% |
| YTD |
|
|
+43.94% |
| 1 Year |
|
|
-19.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.78 |
| 1M High / 1M Low: |
1.94 |
0.99 |
| 6M High / 6M Low: |
3.50 |
0.43 |
| High (YTD): |
7/17/2024 |
3.50 |
| Low (YTD): |
6/5/2024 |
0.43 |
| 52W High: |
7/17/2024 |
3.50 |
| 52W Low: |
6/5/2024 |
0.43 |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
154.07% |
| Volatility 6M: |
|
333.25% |
| Volatility 1Y: |
|
258.48% |
| Volatility 3Y: |
|
- |
