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Soc. Generale Call 12 VALE 20.12..../  DE000SV6TVS7  /

Frankfurt Zert./SG
2024-06-04  9:44:38 PM Chg.-0.130 Bid9:58:12 PM Ask- Underlying Strike price Expiration date Option type
0.850EUR -13.27% 0.840
Bid Size: 3,600		 -
Ask Size: -		 Vale SA 12.00 USD 2024-12-20 Call
 

Master data

WKN: SV6TVS
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.17
Time value: 0.96
Break-even: 11.96
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.55
Theta: 0.00
Omega: 6.24
Rho: 0.03
 

Quote data

Open: 0.890
High: 0.890
Low: 0.840
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.33%
1 Month
  -45.86%
3 Months
  -55.96%
YTD
  -78.21%
1 Year
  -73.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.980
1M High / 1M Low: 1.640 0.980
6M High / 6M Low: 4.020 0.980
High (YTD): 2024-01-02 3.770
Low (YTD): 2024-06-03 0.980
52W High: 2023-12-27 4.020
52W Low: 2024-06-03 0.980
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.383
Avg. volume 1M:   0.000
Avg. price 6M:   2.070
Avg. volume 6M:   0.000
Avg. price 1Y:   2.464
Avg. volume 1Y:   0.000
Volatility 1M:   95.61%
Volatility 6M:   116.83%
Volatility 1Y:   108.63%
Volatility 3Y:   -