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Soc. Generale Call 45 MO 20.12.20.../  DE000SV453H0  /

Frankfurt Zert./SG
2024-10-15  6:11:13 PM Chg.+0.010 Bid2024-10-15 Ask2024-10-15 Underlying Strike price Expiration date Option type
0.520EUR +1.96% 0.520
Bid Size: 100,000		 0.530
Ask Size: 100,000		 Altria Group Inc 45.00 USD 2024-12-20 Call
 

Master data

WKN: SV453H
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.45
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.45
Time value: 0.08
Break-even: 46.55
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.82
Theta: -0.01
Omega: 7.07
Rho: 0.06
 

Quote data

Open: 0.520
High: 0.550
Low: 0.520
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month
  -26.76%
3 Months  
+36.84%
YTD  
+497.70%
1 Year  
+126.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.510
1M High / 1M Low: 0.690 0.510
6M High / 6M Low: 0.870 0.099
High (YTD): 2024-09-04 0.870
Low (YTD): 2024-03-04 0.048
52W High: 2024-09-04 0.870
52W Low: 2024-03-04 0.048
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   97.18%
Volatility 6M:   119.26%
Volatility 1Y:   156.09%
Volatility 3Y:   -