Soc. Generale Call 55 AZ2 20.12.2024
/ DE000SV9TCD3
Soc. Generale Call 55 AZ2 20.12.2.../ DE000SV9TCD3 /
30/08/2024 08:13:53 |
Chg.+0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+8.47% |
- Bid Size: - |
- Ask Size: - |
ANDRITZ AG |
55.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SV9TCD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
0.46 |
Time value: |
0.26 |
Break-even: |
62.20 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
5.88% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
6.00 |
Rho: |
0.11 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.52% |
1 Month |
|
|
-4.48% |
3 Months |
|
|
+39.13% |
YTD |
|
|
+3.23% |
1 Year |
|
|
+39.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.570 |
1M High / 1M Low: |
0.670 |
0.340 |
6M High / 6M Low: |
0.890 |
0.330 |
High (YTD): |
26/02/2024 |
0.930 |
Low (YTD): |
02/05/2024 |
0.330 |
52W High: |
26/02/2024 |
0.930 |
52W Low: |
27/10/2023 |
0.200 |
Avg. price 1W: |
|
0.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.577 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.531 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
207.77% |
Volatility 6M: |
|
165.88% |
Volatility 1Y: |
|
146.69% |
Volatility 3Y: |
|
- |