OverviewChartNewsTraderScreen

Soc. Generale Call 460 ADB 20.09..../  DE000SV7HS15  /

Frankfurt Zert./SG
2024-07-26  9:41:58 PM Chg.+0.390 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
8.580EUR +4.76% 8.560
Bid Size: 500		 8.620
Ask Size: 500		 ADOBE INC. 460.00 - 2024-09-20 Call
 

Master data

WKN: SV7HS1
Issuer: Société Générale
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 4.98
Intrinsic value: 3.97
Implied volatility: 0.85
Historic volatility: 0.31
Parity: 3.97
Time value: 4.62
Break-even: 545.90
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.80
Spread abs.: 0.06
Spread %: 0.70%
Delta: 0.67
Theta: -0.57
Omega: 3.88
Rho: 0.37
 

Quote data

Open: 7.940
High: 8.700
Low: 7.790
Previous Close: 8.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.94%
1 Month
  -14.03%
3 Months  
+57.43%
YTD
  -42.57%
1 Year
  -27.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.570 7.810
1M High / 1M Low: 11.750 7.810
6M High / 6M Low: 18.560 2.770
High (YTD): 2024-02-02 18.560
Low (YTD): 2024-06-03 2.770
52W High: 2023-12-12 19.210
52W Low: 2024-06-03 2.770
Avg. price 1W:   8.596
Avg. volume 1W:   0.000
Avg. price 1M:   10.028
Avg. volume 1M:   0.000
Avg. price 6M:   8.731
Avg. volume 6M:   0.000
Avg. price 1Y:   11.451
Avg. volume 1Y:   0.000
Volatility 1M:   84.62%
Volatility 6M:   193.52%
Volatility 1Y:   148.87%
Volatility 3Y:   -