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Soc. Generale Call 60 BNP 20.12.2.../  DE000SV6DY53  /

Frankfurt Zert./SG
2024-11-12  8:52:52 PM Chg.-0.070 Bid2024-11-12 Ask2024-11-12 Underlying Strike price Expiration date Option type
0.140EUR -33.33% 0.140
Bid Size: 10,000		 0.190
Ask Size: 10,000		 BNP PARIBAS INH. ... 60.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DY5
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.38
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.09
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.09
Time value: 0.16
Break-even: 62.50
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.61
Theta: -0.03
Omega: 14.87
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.200
Low: 0.140
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -63.16%
1 Month
  -67.44%
3 Months
  -62.16%
YTD
  -80.00%
1 Year
  -61.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.170
1M High / 1M Low: 0.730 0.170
6M High / 6M Low: 1.240 0.170
High (YTD): 2024-05-20 1.240
Low (YTD): 2024-11-08 0.170
52W High: 2024-05-20 1.240
52W Low: 2024-11-08 0.170
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.514
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   0.576
Avg. volume 1Y:   78.431
Volatility 1M:   247.22%
Volatility 6M:   181.04%
Volatility 1Y:   161.67%
Volatility 3Y:   -