Soc. Generale Call 290 FDX 20.09.2024
/ DE000SV2ZFU2
Soc. Generale Call 290 FDX 20.09..../ DE000SV2ZFU2 /
30/08/2024 21:39:14 |
Chg.-0.050 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
-3.47% |
1.480 Bid Size: 2,100 |
1.510 Ask Size: 2,100 |
FedEx Corp |
290.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SV2ZFU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/04/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
0.56 |
Time value: |
0.84 |
Break-even: |
275.73 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.03 |
Spread %: |
2.19% |
Delta: |
0.61 |
Theta: |
-0.26 |
Omega: |
11.67 |
Rho: |
0.09 |
Quote data
Open: |
1.260 |
High: |
1.400 |
Low: |
1.260 |
Previous Close: |
1.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.47% |
1 Month |
|
|
-29.08% |
3 Months |
|
|
+275.68% |
YTD |
|
|
+36.27% |
1 Year |
|
|
-37.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.440 |
1.240 |
1M High / 1M Low: |
2.020 |
0.670 |
6M High / 6M Low: |
2.740 |
0.310 |
High (YTD): |
16/07/2024 |
2.740 |
Low (YTD): |
04/06/2024 |
0.310 |
52W High: |
16/07/2024 |
2.740 |
52W Low: |
04/06/2024 |
0.310 |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.179 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
242.79% |
Volatility 6M: |
|
399.75% |
Volatility 1Y: |
|
304.02% |
Volatility 3Y: |
|
- |