OverviewChartNewsTraderScreen

Soc. Generale Call 70 BNP 20.12.2.../  DE000SV6DY61  /

Frankfurt Zert./SG
10/18/2024  9:43:55 PM Chg.+0.020 Bid9:51:29 PM Ask9:51:29 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.160
Bid Size: 10,000		 0.170
Ask Size: 10,000		 BNP PARIBAS INH. ... 70.00 EUR 12/20/2024 Call
 

Master data

WKN: SV6DY6
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.98
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.37
Time value: 0.17
Break-even: 71.70
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.35
Theta: -0.02
Omega: 13.79
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+138.10%
1 Month
  -6.25%
3 Months
  -25.00%
YTD
  -46.43%
1 Year
  -11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.072
1M High / 1M Low: 0.160 0.046
6M High / 6M Low: 0.540 0.046
High (YTD): 5/20/2024 0.540
Low (YTD): 2/15/2024 0.044
52W High: 5/20/2024 0.540
52W Low: 2/15/2024 0.044
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   330.18%
Volatility 6M:   238.82%
Volatility 1Y:   205.21%
Volatility 3Y:   -