Soc. Generale Call 32 BAC 21.03.2025
/ DE000SV9WSQ5
Soc. Generale Call 32 BAC 21.03.2.../ DE000SV9WSQ5 /
| 2024-10-28 6:40:49 PM |
Chg.0.000 |
Bid9:19:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
32.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
SV9WSQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.36 |
| Break-even: |
41.30 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.99 |
| Rho: |
0.07 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.02% |
| 3 Months |
|
|
+12.35% |
| YTD |
|
|
+59.65% |
| 1 Year |
|
|
+82.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.130 |
0.910 |
| 6M High / 6M Low: |
1.180 |
0.700 |
| High (YTD): |
2024-10-01 |
1.180 |
| Low (YTD): |
2024-01-11 |
0.620 |
| 52W High: |
2024-10-01 |
1.180 |
| 52W Low: |
2023-11-14 |
0.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.896 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.822 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.01% |
| Volatility 6M: |
|
86.38% |
| Volatility 1Y: |
|
86.21% |
| Volatility 3Y: |
|
- |
