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Soc. Generale Call 350 HD 20.09.2.../  DE000SV66E83  /

Frankfurt Zert./SG
12/07/2024  21:46:23 Chg.+0.490 Bid21:59:53 Ask21:59:53 Underlying Strike price Expiration date Option type
2.190EUR +28.82% 2.070
Bid Size: 1,500		 2.090
Ask Size: 1,500		 Home Depot Inc 350.00 USD 20/09/2024 Call
 

Master data

WKN: SV66E8
Issuer: Société Générale
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 20/09/2024
Issue date: 07/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.63
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.90
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.90
Time value: 1.21
Break-even: 342.01
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.64
Theta: -0.12
Omega: 9.99
Rho: 0.36
 

Quote data

Open: 1.760
High: 2.320
Low: 1.720
Previous Close: 1.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+130.53%
1 Month  
+29.59%
3 Months  
+8.42%
YTD
  -16.41%
1 Year  
+15.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 1.040
1M High / 1M Low: 2.190 0.860
6M High / 6M Low: 5.390 0.660
High (YTD): 21/03/2024 5.390
Low (YTD): 27/05/2024 0.660
52W High: 21/03/2024 5.390
52W Low: 27/10/2023 0.630
Avg. price 1W:   1.452
Avg. volume 1W:   0.000
Avg. price 1M:   1.437
Avg. volume 1M:   0.000
Avg. price 6M:   2.422
Avg. volume 6M:   0.000
Avg. price 1Y:   2.138
Avg. volume 1Y:   0.000
Volatility 1M:   271.10%
Volatility 6M:   188.23%
Volatility 1Y:   162.64%
Volatility 3Y:   -