OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
12/07/2024  16:21:17 Chg.+0.020 Bid17:15:19 Ask17:15:19 Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.360
Bid Size: 175,000		 0.370
Ask Size: 175,000		 Altria Group Inc 45.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.73
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.19
Implied volatility: 0.17
Historic volatility: 0.16
Parity: 0.19
Time value: 0.15
Break-even: 44.78
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.73
Theta: -0.01
Omega: 9.29
Rho: 0.12
 

Quote data

Open: 0.340
High: 0.340
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month  
+54.55%
3 Months  
+209.09%
YTD  
+290.80%
1 Year
  -5.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.320 0.048
High (YTD): 11/07/2024 0.320
Low (YTD): 04/03/2024 0.048
52W High: 12/07/2023 0.360
52W Low: 04/03/2024 0.048
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   134.65%
Volatility 6M:   163.90%
Volatility 1Y:   150.09%
Volatility 3Y:   -