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Soc. Generale Call 130 PRG 21.06..../  DE000SV6MC17  /

Frankfurt Zert./SG
13/06/2024  21:45:43 Chg.+0.150 Bid21:59:45 Ask- Underlying Strike price Expiration date Option type
3.390EUR +4.63% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 130.00 - 21/06/2024 Call
 

Master data

WKN: SV6MC1
Issuer: Société Générale
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 21/06/2024
Issue date: 22/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.28
Implied volatility: 2.31
Historic volatility: 0.13
Parity: 2.28
Time value: 0.99
Break-even: 162.70
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 16.73
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -1.06
Omega: 3.46
Rho: 0.02
 

Quote data

Open: 3.210
High: 3.450
Low: 3.190
Previous Close: 3.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.74%
1 Month  
+1.80%
3 Months  
+13.38%
YTD  
+97.09%
1 Year  
+49.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.480 3.240
1M High / 1M Low: 3.580 2.990
6M High / 6M Low: 3.580 1.630
High (YTD): 21/05/2024 3.580
Low (YTD): 05/01/2024 1.850
52W High: 21/05/2024 3.580
52W Low: 15/12/2023 1.630
Avg. price 1W:   3.406
Avg. volume 1W:   0.000
Avg. price 1M:   3.353
Avg. volume 1M:   0.000
Avg. price 6M:   2.754
Avg. volume 6M:   0.000
Avg. price 1Y:   2.598
Avg. volume 1Y:   0.000
Volatility 1M:   62.22%
Volatility 6M:   69.62%
Volatility 1Y:   70.46%
Volatility 3Y:   -