Soc. Generale Call 114 ERT 21.06.2024
/ DE000SH79A72
Soc. Generale Call 114 ERT 21.06..../ DE000SH79A72 /
| 2024-06-13 9:44:01 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
114.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SH79A7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-03-31 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
2.09 |
| Historic volatility: |
0.17 |
| Parity: |
1.30 |
| Time value: |
0.74 |
| Break-even: |
134.40 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
29.94 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.98 |
| Omega: |
4.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.34% |
| 1 Month |
|
|
+58.54% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
-20.08% |
| 1 Year |
|
|
-19.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.95 |
| 1M High / 1M Low: |
2.10 |
1.22 |
| 6M High / 6M Low: |
2.92 |
1.06 |
| High (YTD): |
2024-02-16 |
2.92 |
| Low (YTD): |
2024-05-09 |
1.06 |
| 52W High: |
2023-07-25 |
3.13 |
| 52W Low: |
2024-05-09 |
1.06 |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
223.22% |
| Volatility 6M: |
|
122.27% |
| Volatility 1Y: |
|
105.90% |
| Volatility 3Y: |
|
- |
