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

Frankfurt Zert./SG
8/9/2024  5:39:22 PM Chg.+0.010 Bid6:22:45 PM Ask6:22:45 PM Underlying Strike price Expiration date Option type
0.590EUR +1.72% 0.580
Bid Size: 150,000		 0.590
Ask Size: 150,000		 Altria Group Inc 45.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.50
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.50
Time value: 0.10
Break-even: 47.23
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.85
Theta: -0.01
Omega: 6.58
Rho: 0.12
 

Quote data

Open: 0.580
High: 0.590
Low: 0.570
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month  
+84.38%
3 Months  
+210.53%
YTD  
+578.16%
1 Year  
+126.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.490
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: 0.600 0.048
High (YTD): 8/2/2024 0.600
Low (YTD): 3/4/2024 0.048
52W High: 8/2/2024 0.600
52W Low: 3/4/2024 0.048
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   163.81%
Volatility 6M:   160.00%
Volatility 1Y:   156.39%
Volatility 3Y:   -