Soc. Generale Call 70 BNP 20.12.2024
/ DE000SV6DY61
Soc. Generale Call 70 BNP 20.12.2.../ DE000SV6DY61 /
30/08/2024 21:43:25 |
Chg.+0.010 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.110 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
52.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.74 |
Time value: |
0.12 |
Break-even: |
71.20 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
13.09 |
Rho: |
0.04 |
Quote data
Open: |
0.110 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-75.56% |
YTD |
|
|
-60.71% |
1 Year |
|
|
-64.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.140 |
0.073 |
6M High / 6M Low: |
0.540 |
0.066 |
High (YTD): |
20/05/2024 |
0.540 |
Low (YTD): |
15/02/2024 |
0.044 |
52W High: |
20/05/2024 |
0.540 |
52W Low: |
15/02/2024 |
0.044 |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.213 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
195.57% |
Volatility 6M: |
|
190.30% |
Volatility 1Y: |
|
177.06% |
Volatility 3Y: |
|
- |