Soc. Generale Call 54 TOTB 20.09.2024
/ DE000SV9TP95
Soc. Generale Call 54 TOTB 20.09..../ DE000SV9TP95 /
| 7/9/2024 9:39:03 PM |
Chg.-0.150 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-13.64% |
0.940
Bid Size: 3,200 |
0.980
Ask Size: 3,200 |
TOTALENERGIES SE EO... |
54.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SV9TP9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
7/18/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.07 |
| Time value: |
0.07 |
| Break-even: |
65.40 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
5.24 |
| Rho: |
0.10 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
0.950 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
-33.10% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.050 |
| 1M High / 1M Low: |
1.220 |
0.800 |
| 6M High / 6M Low: |
1.620 |
0.640 |
| High (YTD): |
4/26/2024 |
1.620 |
| Low (YTD): |
2/20/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.67% |
| Volatility 6M: |
|
99.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
