Soc. Generale Call 48 EBA 20.09.2024
/ DE000SV7H0Y8
Soc. Generale Call 48 EBA 20.09.2.../ DE000SV7H0Y8 /
9/11/2024 5:49:42 PM |
Chg.-0.010 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
-0.88% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
48.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SV7H0Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
2.17 |
Historic volatility: |
0.22 |
Parity: |
0.93 |
Time value: |
0.23 |
Break-even: |
59.60 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
10.24 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.39 |
Omega: |
3.86 |
Rho: |
0.01 |
Quote data
Open: |
1.060 |
High: |
1.120 |
Low: |
1.060 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.74% |
1 Month |
|
|
+64.71% |
3 Months |
|
|
+100.00% |
YTD |
|
|
+300.00% |
1 Year |
|
|
+148.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
1.030 |
1M High / 1M Low: |
1.130 |
0.660 |
6M High / 6M Low: |
1.130 |
0.410 |
High (YTD): |
9/10/2024 |
1.130 |
Low (YTD): |
1/22/2024 |
0.170 |
52W High: |
9/10/2024 |
1.130 |
52W Low: |
11/20/2023 |
0.160 |
Avg. price 1W: |
|
1.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.680 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.487 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.29% |
Volatility 6M: |
|
131.33% |
Volatility 1Y: |
|
148.45% |
Volatility 3Y: |
|
- |