Soc. Generale Call 55 SAX 20.12.2024
/ DE000SV6D4X7
Soc. Generale Call 55 SAX 20.12.2.../ DE000SV6D4X7 /
10/10/2024 21:42:15 |
Chg.-0.090 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-19.15% |
0.380 Bid Size: 7,900 |
0.400 Ask Size: 7,900 |
STROEER SE + CO. KGA... |
55.00 - |
20/12/2024 |
Call |
Master data
WKN: |
SV6D4X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
0.17 |
Time value: |
0.33 |
Break-even: |
59.90 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
4.26% |
Delta: |
0.62 |
Theta: |
-0.03 |
Omega: |
7.12 |
Rho: |
0.06 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.370 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.64% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-65.45% |
YTD |
|
|
-34.48% |
1 Year |
|
|
+80.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.380 |
1M High / 1M Low: |
0.580 |
0.380 |
6M High / 6M Low: |
1.370 |
0.380 |
High (YTD): |
05/06/2024 |
1.370 |
Low (YTD): |
10/10/2024 |
0.380 |
52W High: |
05/06/2024 |
1.370 |
52W Low: |
01/11/2023 |
0.180 |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.455 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.869 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.673 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
189.32% |
Volatility 6M: |
|
129.37% |
Volatility 1Y: |
|
142.89% |
Volatility 3Y: |
|
- |