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Soc. Generale Call 280 FDX 20.12..../  DE000SV2LLW6  /

Frankfurt Zert./SG
11/12/2024  9:38:02 PM Chg.-0.130 Bid9:58:40 PM Ask9:58:40 PM Underlying Strike price Expiration date Option type
1.710EUR -7.07% 1.690
Bid Size: 1,800		 1.720
Ask Size: 1,800		 FedEx Corp 280.00 USD 12/20/2024 Call
 

Master data

WKN: SV2LLW
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 12/20/2024
Issue date: 3/24/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.92
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.92
Time value: 0.96
Break-even: 281.39
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 1.62%
Delta: 0.64
Theta: -0.18
Omega: 9.29
Rho: 0.16
 

Quote data

Open: 1.800
High: 1.860
Low: 1.590
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+62.86%
1 Month  
+125.00%
3 Months
  -15.76%
YTD
  -3.39%
1 Year
  -10.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.050
1M High / 1M Low: 1.840 0.800
6M High / 6M Low: 4.180 0.610
High (YTD): 7/16/2024 4.180
Low (YTD): 9/20/2024 0.610
52W High: 7/16/2024 4.180
52W Low: 9/20/2024 0.610
Avg. price 1W:   1.448
Avg. volume 1W:   0.000
Avg. price 1M:   1.086
Avg. volume 1M:   0.000
Avg. price 6M:   1.870
Avg. volume 6M:   0.000
Avg. price 1Y:   1.854
Avg. volume 1Y:   0.000
Volatility 1M:   206.97%
Volatility 6M:   285.78%
Volatility 1Y:   225.28%
Volatility 3Y:   -