Soc. Generale Call 70 BNP 20.12.2024
/ DE000SV6DY61
Soc. Generale Call 70 BNP 20.12.2.../ DE000SV6DY61 /
2024-11-12 8:23:18 AM |
Chg.+0.002 |
Bid7:20:47 PM |
Ask7:20:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
+40.00% |
0.002 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
304.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-0.91 |
Time value: |
0.02 |
Break-even: |
70.20 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
2.89 |
Spread abs.: |
0.01 |
Spread %: |
233.33% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
24.49 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.005 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.67% |
1 Month |
|
|
-87.93% |
3 Months |
|
|
-92.13% |
YTD |
|
|
-97.50% |
1 Year |
|
|
-94.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.005 |
1M High / 1M Low: |
0.150 |
0.005 |
6M High / 6M Low: |
0.510 |
0.005 |
High (YTD): |
2024-05-21 |
0.510 |
Low (YTD): |
2024-11-11 |
0.005 |
52W High: |
2024-05-21 |
0.510 |
52W Low: |
2024-11-11 |
0.005 |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.177 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.185 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
490.75% |
Volatility 6M: |
|
288.79% |
Volatility 1Y: |
|
242.88% |
Volatility 3Y: |
|
- |