Soc. Generale Call 50 AZ2 20.12.2024
/ DE000SV6W1H3
Soc. Generale Call 50 AZ2 20.12.2.../ DE000SV6W1H3 /
| 26/06/2024 11:34:39 |
Chg.-0.05 |
Bid22:00:51 |
Ask22:00:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-4.72% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
50.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SV6W1H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
0.29 |
| Break-even: |
60.30 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.35 |
| Rho: |
0.17 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.94% |
| 1 Month |
|
|
+29.49% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+10.99% |
| 1 Year |
|
|
+34.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.98 |
| 1M High / 1M Low: |
1.34 |
0.69 |
| 6M High / 6M Low: |
1.34 |
0.57 |
| High (YTD): |
13/06/2024 |
1.34 |
| Low (YTD): |
02/05/2024 |
0.57 |
| 52W High: |
13/06/2024 |
1.34 |
| 52W Low: |
27/10/2023 |
0.31 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
15.75 |
| Avg. price 1Y: |
|
0.76 |
| Avg. volume 1Y: |
|
7.81 |
| Volatility 1M: |
|
171.04% |
| Volatility 6M: |
|
111.24% |
| Volatility 1Y: |
|
108.12% |
| Volatility 3Y: |
|
- |
