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Soc. Generale Call 13 VALE 20.12..../  DE000SV4SXY8  /

Frankfurt Zert./SG
2024-06-03  6:02:03 PM Chg.-0.040 Bid6:32:11 PM Ask- Underlying Strike price Expiration date Option type
0.640EUR -5.88% 0.630
Bid Size: 35,000		 -
Ask Size: -		 Vale SA 13.00 USD 2024-12-20 Call
 

Master data

WKN: SV4SXY
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.64
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.88
Time value: 0.71
Break-even: 12.69
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: 0.00
Omega: 6.93
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.680
Low: 0.610
Previous Close: 0.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.67%
1 Month
  -42.34%
3 Months
  -56.46%
YTD
  -80.31%
1 Year
  -76.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.680
1M High / 1M Low: 1.130 0.680
6M High / 6M Low: 3.360 0.680
High (YTD): 2024-01-02 3.120
Low (YTD): 2024-05-31 0.680
52W High: 2023-12-27 3.360
52W Low: 2024-05-31 0.680
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.963
Avg. volume 1M:   0.000
Avg. price 6M:   1.592
Avg. volume 6M:   0.000
Avg. price 1Y:   1.983
Avg. volume 1Y:   0.000
Volatility 1M:   107.91%
Volatility 6M:   131.82%
Volatility 1Y:   120.75%
Volatility 3Y:   -