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Soc. Generale Call 45 G1A 20.12.2.../  DE000SV6EKH5  /

Frankfurt Zert./SG
11/18/2024  9:45:32 AM Chg.+0.010 Bid10:03:46 AM Ask10:03:46 AM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 15,000		 0.160
Ask Size: 15,000		 GEA GROUP AG 45.00 EUR 12/20/2024 Call
 

Master data

WKN: SV6EKH
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.26
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.02
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.02
Time value: 0.14
Break-even: 46.60
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.55
Theta: -0.02
Omega: 15.65
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.150
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -51.61%
3 Months  
+85.19%
YTD  
+15.38%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 0.330 0.046
High (YTD): 10/17/2024 0.330
Low (YTD): 6/6/2024 0.046
52W High: 10/17/2024 0.330
52W Low: 6/6/2024 0.046
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.109
Avg. volume 1Y:   0.000
Volatility 1M:   227.24%
Volatility 6M:   220.54%
Volatility 1Y:   199.53%
Volatility 3Y:   -