Soc. Generale Call 600 URI 20.09.2024
/ DE000SV9RJL5
Soc. Generale Call 600 URI 20.09..../ DE000SV9RJL5 /
| 2024-07-12 9:43:11 PM |
Chg.+1.100 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.460EUR |
+13.16% |
9.160
Bid Size: 500 |
9.300
Ask Size: 500 |
United Rentals |
600.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV9RJL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.44 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
6.10 |
| Time value: |
2.35 |
| Break-even: |
636.27 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.13 |
| Spread %: |
1.56% |
| Delta: |
0.75 |
| Theta: |
-0.31 |
| Omega: |
5.43 |
| Rho: |
0.72 |
Quote data
| Open: |
7.990 |
| High: |
9.750 |
| Low: |
7.990 |
| Previous Close: |
8.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.45% |
| 1 Month |
|
|
+48.28% |
| 3 Months |
|
|
-14.77% |
| YTD |
|
|
+40.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.360 |
5.950 |
| 1M High / 1M Low: |
8.360 |
5.870 |
| 6M High / 6M Low: |
14.610 |
5.120 |
| High (YTD): |
2024-03-04 |
14.610 |
| Low (YTD): |
2024-01-09 |
4.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.83% |
| Volatility 6M: |
|
163.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
