Soc. Generale Call 55 AZ2 20.12.2024
/ DE000SV9TCD3
Soc. Generale Call 55 AZ2 20.12.2.../ DE000SV9TCD3 /
| 2024-07-05 8:13:20 AM |
Chg.+0.010 |
Bid1:07:03 PM |
Ask1:07:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+1.82% |
0.600
Bid Size: 5,000 |
0.620
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: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.17 |
| Time value: |
0.43 |
| Break-even: |
60.90 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.04 |
| Rho: |
0.14 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.42% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-15.15% |
| YTD |
|
|
-9.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.550 |
| 6M High / 6M Low: |
0.930 |
0.330 |
| High (YTD): |
2024-02-26 |
0.930 |
| Low (YTD): |
2024-05-02 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.85% |
| Volatility 6M: |
|
140.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
