Soc. Generale Call 115 EA 20.12.2024
/ DE000SH79BD8
Soc. Generale Call 115 EA 20.12.2.../ DE000SH79BD8 /
| 2024-06-07 9:50:22 PM |
Chg.-0.040 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-1.56% |
2.510
Bid Size: 1,200 |
2.520
Ask Size: 1,200 |
Electronic Arts Inc |
115.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SH79BD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-03-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
2.02 |
| Time value: |
0.50 |
| Break-even: |
131.67 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
4.18 |
| Rho: |
0.43 |
Quote data
| Open: |
2.490 |
| High: |
2.670 |
| Low: |
2.440 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+40.56% |
| 3 Months |
|
|
-3.44% |
| YTD |
|
|
-9.64% |
| 1 Year |
|
|
-4.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.240 |
| 1M High / 1M Low: |
2.570 |
1.770 |
| 6M High / 6M Low: |
3.410 |
1.730 |
| High (YTD): |
2024-02-15 |
3.410 |
| Low (YTD): |
2024-05-08 |
1.730 |
| 52W High: |
2023-07-25 |
3.420 |
| 52W Low: |
2024-05-08 |
1.730 |
| Avg. price 1W: |
|
2.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.545 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.92% |
| Volatility 6M: |
|
74.55% |
| Volatility 1Y: |
|
74.26% |
| Volatility 3Y: |
|
- |
