OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
8/9/2024  9:36:32 PM Chg.+0.060 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
1.480EUR +4.23% 1.400
Bid Size: 2,200		 1.420
Ask Size: 2,200		 Home Depot Inc 350.00 USD 9/20/2024 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: 9/20/2024
Issue date: 6/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.81
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -0.12
Time value: 1.40
Break-even: 334.64
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 1.45%
Delta: 0.52
Theta: -0.19
Omega: 11.92
Rho: 0.17
 

Quote data

Open: 1.440
High: 1.530
Low: 1.360
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.69%
1 Month
  -12.94%
3 Months
  -21.69%
YTD
  -43.51%
1 Year
  -45.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.400
1M High / 1M Low: 2.870 1.400
6M High / 6M Low: 5.390 0.660
High (YTD): 3/21/2024 5.390
Low (YTD): 5/27/2024 0.660
52W High: 3/21/2024 5.390
52W Low: 10/27/2023 0.630
Avg. price 1W:   1.606
Avg. volume 1W:   0.000
Avg. price 1M:   2.049
Avg. volume 1M:   0.000
Avg. price 6M:   2.272
Avg. volume 6M:   0.000
Avg. price 1Y:   2.111
Avg. volume 1Y:   0.000
Volatility 1M:   261.34%
Volatility 6M:   205.79%
Volatility 1Y:   175.45%
Volatility 3Y:   -