Soc. Generale Call 112 ERT 21.06.2024
/ DE000SH79A64
Soc. Generale Call 112 ERT 21.06..../ DE000SH79A64 /
2024-06-13 9:44:01 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.13EUR |
- |
- Bid Size: - |
- Ask Size: - |
EL. ARTS INC. D... |
112.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SH79A6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EL. ARTS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
112.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-03-31 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.50 |
Implied volatility: |
2.19 |
Historic volatility: |
0.17 |
Parity: |
1.50 |
Time value: |
0.72 |
Break-even: |
134.20 |
Moneyness: |
1.13 |
Premium: |
0.06 |
Premium p.a.: |
27.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
-1.00 |
Omega: |
4.14 |
Rho: |
0.01 |
Quote data
Open: |
2.13 |
High: |
2.13 |
Low: |
2.13 |
Previous Close: |
2.19 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-4.91% |
1 Month |
|
|
+52.14% |
3 Months |
|
|
-4.48% |
YTD |
|
|
-17.44% |
1 Year |
|
|
-16.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.21 |
2.13 |
1M High / 1M Low: |
2.28 |
1.39 |
6M High / 6M Low: |
3.09 |
1.21 |
High (YTD): |
2024-02-16 |
3.09 |
Low (YTD): |
2024-05-09 |
1.21 |
52W High: |
2023-07-25 |
3.28 |
52W Low: |
2024-05-09 |
1.21 |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.28 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
200.90% |
Volatility 6M: |
|
113.81% |
Volatility 1Y: |
|
99.45% |
Volatility 3Y: |
|
- |