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Soc. Generale Call 35 G1A 20.12.2.../  DE000SV9T898  /

Frankfurt Zert./SG
06/08/2024  16:37:48 Chg.0.000 Bid17:32:52 Ask17:32:52 Underlying Strike price Expiration date Option type
0.500EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 7.42
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.36
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.36
Time value: 0.16
Break-even: 40.20
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.76
Theta: -0.01
Omega: 5.61
Rho: 0.09
 

Quote data

Open: 0.520
High: 0.520
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.37%
1 Month
  -21.88%
3 Months  
+4.17%
YTD
  -9.09%
1 Year
  -27.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.670 0.500
6M High / 6M Low: 0.670 0.390
High (YTD): 31/07/2024 0.670
Low (YTD): 22/01/2024 0.380
52W High: 07/08/2023 0.690
52W Low: 27/10/2023 0.300
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   97.656
Volatility 1M:   98.95%
Volatility 6M:   95.17%
Volatility 1Y:   97.74%
Volatility 3Y:   -