Soc. Generale Call 90 MCHP 20.03..../  DE000SJ0V477  /

Frankfurt Zert./SG
2024-10-31  9:36:01 PM Chg.-0.080 Bid9:54:38 PM Ask9:54:38 PM Underlying Strike price Expiration date Option type
0.800EUR -9.09% 0.800
Bid Size: 3,800
0.890
Ask Size: 3,800
Microchip Technology... 90.00 USD 2026-03-20 Call
 

Master data

WKN: SJ0V47
Issuer: Société Générale
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2026-03-20
Issue date: 2024-10-07
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -1.33
Time value: 0.93
Break-even: 92.19
Moneyness: 0.84
Premium: 0.32
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.48
Theta: -0.01
Omega: 3.59
Rho: 0.33
 

Quote data

Open: 0.870
High: 0.910
Low: 0.800
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.98%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.880
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.958
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -