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Soc. Generale Call 32 BAC 20.09.2.../  DE000SV9VF10  /

Frankfurt Zert./SG
2024-07-25  6:34:23 PM Chg.+0.040 Bid6:51:23 PM Ask- Underlying Strike price Expiration date Option type
0.780EUR +5.41% 0.780
Bid Size: 225,000		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 2024-09-20 Call
 

Master data

WKN: SV9VF1
Issuer: Société Générale
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-07-18
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.46
Implied volatility: 0.86
Historic volatility: 0.20
Parity: 0.46
Time value: 0.28
Break-even: 39.40
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.04
Omega: 3.56
Rho: 0.03
 

Quote data

Open: 0.730
High: 0.820
Low: 0.720
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.89%
1 Month
  -8.24%
3 Months  
+8.33%
YTD  
+47.17%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.670
1M High / 1M Low: 0.950 0.670
6M High / 6M Low: 1.000 0.670
High (YTD): 2024-04-03 1.000
Low (YTD): 2024-01-11 0.600
52W High: 2024-04-03 1.000
52W Low: 2023-10-13 0.210
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   0.624
Avg. volume 1Y:   0.000
Volatility 1M:   115.91%
Volatility 6M:   88.88%
Volatility 1Y:   118.15%
Volatility 3Y:   -