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

Frankfurt Zert./SG
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:   -