Soc. Generale Call 120 TMUS 20.12.2024
/ DE000SV7AD92
Soc. Generale Call 120 TMUS 20.12.../ DE000SV7AD92 /
| 2024-06-06 9:22:40 AM |
Chg.+0.18 |
Bid7:33:34 PM |
Ask7:33:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
+3.28% |
5.83
Bid Size: 60,000 |
-
Ask Size: - |
T Mobile US Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV7AD9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
5.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.13 |
| Parity: |
5.54 |
| Time value: |
0.30 |
| Break-even: |
168.76 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
0.54 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
5.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.20% |
| 1 Month |
|
|
+35.32% |
| 3 Months |
|
|
+26.28% |
| YTD |
|
|
+39.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.49 |
4.64 |
| 1M High / 1M Low: |
5.49 |
4.08 |
| 6M High / 6M Low: |
5.49 |
3.85 |
| High (YTD): |
2024-06-05 |
5.49 |
| Low (YTD): |
2024-04-26 |
3.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.79% |
| Volatility 6M: |
|
43.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
