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Soc. Generale Call 300 CAT 20.09..../  DE000SV69554  /

Frankfurt Zert./SG
06/09/2024  21:41:17 Chg.-0.300 Bid21:59:50 Ask06/09/2024 Underlying Strike price Expiration date Option type
2.780EUR -9.74% 2.810
Bid Size: 1,100		 -
Ask Size: -		 Caterpillar Inc 300.00 USD 20/09/2024 Call
 

Master data

WKN: SV6955
Issuer: Société Générale
Currency: EUR
Underlying: Caterpillar Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 20/09/2024
Issue date: 09/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.65
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 2.65
Time value: 0.08
Break-even: 297.93
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.11%
Delta: 0.94
Theta: -0.11
Omega: 10.24
Rho: 0.09
 

Quote data

Open: 2.850
High: 3.410
Low: 2.750
Previous Close: 3.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.61%
1 Month
  -25.27%
3 Months
  -25.07%
YTD  
+3.73%
1 Year
  -1.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.730 2.780
1M High / 1M Low: 4.930 2.780
6M High / 6M Low: 8.290 2.750
High (YTD): 05/04/2024 8.290
Low (YTD): 17/01/2024 1.720
52W High: 05/04/2024 8.290
52W Low: 09/11/2023 0.680
Avg. price 1W:   3.546
Avg. volume 1W:   0.000
Avg. price 1M:   4.010
Avg. volume 1M:   0.000
Avg. price 6M:   4.841
Avg. volume 6M:   0.000
Avg. price 1Y:   3.586
Avg. volume 1Y:   0.000
Volatility 1M:   134.93%
Volatility 6M:   138.16%
Volatility 1Y:   152.16%
Volatility 3Y:   -