Soc. Generale Call 124 ERT 21.06.2024
/ DE000SH79S49
Soc. Generale Call 124 ERT 21.06..../ DE000SH79S49 /
| 2024-06-13 9:44:34 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
124.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SH79S4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-03-31 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.17 |
| Parity: |
0.30 |
| Time value: |
0.81 |
| Break-even: |
135.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
41.45 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.79 |
| Omega: |
6.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.43% |
| 1 Month |
|
|
+114.58% |
| 3 Months |
|
|
-23.13% |
| YTD |
|
|
-40.12% |
| 1 Year |
|
|
-43.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.03 |
| 1M High / 1M Low: |
1.19 |
0.47 |
| 6M High / 6M Low: |
2.14 |
0.36 |
| High (YTD): |
2024-02-16 |
2.14 |
| Low (YTD): |
2024-05-09 |
0.36 |
| 52W High: |
2023-07-25 |
2.45 |
| 52W Low: |
2024-05-09 |
0.36 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
429.47% |
| Volatility 6M: |
|
216.41% |
| Volatility 1Y: |
|
169.46% |
| Volatility 3Y: |
|
- |
