Soc. Generale Call 32 BAC 20.09.2024
/ DE000SV9VF10
Soc. Generale Call 32 BAC 20.09.2.../ DE000SV9VF10 /
| 04/07/2024 21:37:26 |
Chg.+0.040 |
Bid04/07/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.860
Bid Size: 15,000 |
-
Ask Size: - |
VERIZON COMM. INC. D... |
32.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
18/07/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.22 |
| Break-even: |
40.30 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
3.52 |
| Rho: |
0.04 |
Quote data
| Open: |
0.830 |
| High: |
0.860 |
| Low: |
0.830 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-2.27% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
+62.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.820 |
| 1M High / 1M Low: |
0.900 |
0.700 |
| 6M High / 6M Low: |
1.000 |
0.600 |
| High (YTD): |
03/04/2024 |
1.000 |
| Low (YTD): |
11/01/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.64% |
| Volatility 6M: |
|
94.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
