Soc. Generale Call 35 G1A 20.12.2024
/ DE000SV9T898
Soc. Generale Call 35 G1A 20.12.2.../ DE000SV9T898 /
11/09/2024 21:38:34 |
Chg.-0.010 |
Bid21:44:03 |
Ask21:44:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-1.28% |
0.770 Bid Size: 3,900 |
0.820 Ask Size: 3,900 |
GEA GROUP AG |
35.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SV9T89 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
0.73 |
Time value: |
0.08 |
Break-even: |
43.10 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.53% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
4.58 |
Rho: |
0.08 |
Quote data
Open: |
0.760 |
High: |
0.790 |
Low: |
0.740 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.48% |
1 Month |
|
|
+26.23% |
3 Months |
|
|
+60.42% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+26.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.690 |
1M High / 1M Low: |
0.790 |
0.610 |
6M High / 6M Low: |
0.790 |
0.390 |
High (YTD): |
30/08/2024 |
0.790 |
Low (YTD): |
22/01/2024 |
0.380 |
52W High: |
30/08/2024 |
0.790 |
52W Low: |
27/10/2023 |
0.300 |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.691 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.561 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.507 |
Avg. volume 1Y: |
|
97.656 |
Volatility 1M: |
|
73.08% |
Volatility 6M: |
|
91.95% |
Volatility 1Y: |
|
99.01% |
Volatility 3Y: |
|
- |