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Soc. Generale Call 380 HD 20.09.2.../  DE000SV66FB1  /

Frankfurt Zert./SG
8/30/2024  9:38:19 PM Chg.-0.050 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.300EUR -14.29% 0.320
Bid Size: 9,400		 0.330
Ask Size: 9,400		 Home Depot Inc 380.00 USD 9/20/2024 Call
 

Master data

WKN: SV66FB
Issuer: Société Générale
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 380.00 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: 101.08
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.04
Time value: 0.33
Break-even: 347.28
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.09
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.30
Theta: -0.16
Omega: 30.56
Rho: 0.05
 

Quote data

Open: 0.290
High: 0.340
Low: 0.260
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -51.61%
1 Month
  -73.21%
3 Months
  -11.76%
YTD
  -78.72%
1 Year
  -80.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.300
1M High / 1M Low: 1.120 0.220
6M High / 6M Low: 3.390 0.220
High (YTD): 3/21/2024 3.390
Low (YTD): 8/13/2024 0.220
52W High: 3/21/2024 3.390
52W Low: 8/13/2024 0.220
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   1.014
Avg. volume 1Y:   0.000
Volatility 1M:   419.01%
Volatility 6M:   293.94%
Volatility 1Y:   237.99%
Volatility 3Y:   -