Soc. Generale Call 350 HD 20.09.2024
/ DE000SV66E83
Soc. Generale Call 350 HD 20.09.2.../ DE000SV66E83 /
| 7/17/2024 10:34:41 AM |
Chg.+0.60 |
Bid5:39:23 PM |
Ask5:39:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+30.77% |
2.79
Bid Size: 40,000 |
2.81
Ask Size: 40,000 |
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: |
12.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.75 |
| Time value: |
0.90 |
| Break-even: |
347.54 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
9.22 |
| Rho: |
0.39 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+160.20% |
| 1 Month |
|
|
+62.42% |
| 3 Months |
|
|
+62.42% |
| YTD |
|
|
-2.67% |
| 1 Year |
|
|
+27.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
0.98 |
| 1M High / 1M Low: |
2.09 |
0.85 |
| 6M High / 6M Low: |
5.36 |
0.66 |
| High (YTD): |
3/22/2024 |
5.36 |
| Low (YTD): |
5/30/2024 |
0.66 |
| 52W High: |
3/22/2024 |
5.36 |
| 52W Low: |
10/27/2023 |
0.63 |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
264.64% |
| Volatility 6M: |
|
200.18% |
| Volatility 1Y: |
|
172.53% |
| Volatility 3Y: |
|
- |
