Soc. Generale Call 55 AZ2 20.12.2024
/ DE000SV9TCD3
Soc. Generale Call 55 AZ2 20.12.2.../ DE000SV9TCD3 /
| 7/12/2024 6:52:43 PM |
Chg.+0.060 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+11.32% |
0.590
Bid Size: 5,100 |
0.630
Ask Size: 5,100 |
ANDRITZ AG |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SV9TCD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.13 |
| Time value: |
0.44 |
| Break-even: |
60.60 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
6.17 |
| Rho: |
0.13 |
Quote data
| Open: |
0.520 |
| High: |
0.590 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
-23.38% |
| 3 Months |
|
|
-14.49% |
| YTD |
|
|
-6.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.520 |
| 1M High / 1M Low: |
0.880 |
0.520 |
| 6M High / 6M Low: |
0.910 |
0.340 |
| High (YTD): |
2/28/2024 |
0.910 |
| Low (YTD): |
4/26/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
19.685 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.73% |
| Volatility 6M: |
|
128.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
