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Soc. Generale Call 40 G1A 20.12.2.../  DE000SV6EKG7  /

Frankfurt Zert./SG
2024-11-18  9:45:10 AM Chg.+0.030 Bid10:14:10 AM Ask10:14:10 AM Underlying Strike price Expiration date Option type
0.540EUR +5.88% 0.550
Bid Size: 10,000		 0.570
Ask Size: 10,000		 GEA GROUP AG 40.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6EKG
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.52
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 0.52
Time value: 0.04
Break-even: 45.60
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.89
Theta: -0.02
Omega: 7.18
Rho: 0.03
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month
  -26.03%
3 Months  
+74.19%
YTD  
+92.86%
1 Year  
+107.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.510
1M High / 1M Low: 0.730 0.500
6M High / 6M Low: 0.770 0.160
High (YTD): 2024-10-17 0.770
Low (YTD): 2024-04-25 0.150
52W High: 2024-10-17 0.770
52W Low: 2024-04-25 0.150
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   176.154
Avg. price 1Y:   0.289
Avg. volume 1Y:   90.157
Volatility 1M:   119.93%
Volatility 6M:   142.77%
Volatility 1Y:   140.98%
Volatility 3Y:   -