Soc. Generale Call 55 AZ2 20.12.2024
/ DE000SV9TCD3
Soc. Generale Call 55 AZ2 20.12.2.../ DE000SV9TCD3 /
| 2024-06-27 8:17:45 AM |
Chg.-0.010 |
Bid8:48:40 AM |
Ask8:48:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
0.630
Bid Size: 5,000 |
0.680
Ask Size: 5,000 |
ANDRITZ AG |
55.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SV9TCD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.25 |
| Time value: |
0.44 |
| Break-even: |
61.80 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
5.50 |
| Rho: |
0.15 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+18.87% |
| 3 Months |
|
|
-11.27% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.640 |
| 1M High / 1M Low: |
0.880 |
0.430 |
| 6M High / 6M Low: |
0.910 |
0.340 |
| High (YTD): |
2024-02-28 |
0.910 |
| Low (YTD): |
2024-04-26 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.623 |
| Avg. volume 6M: |
|
19.685 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.76% |
| Volatility 6M: |
|
129.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
