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Soc. Generale Call 132 EA 21.06.2.../  DE000SH79S80  /

Frankfurt Zert./SG
5/31/2024  9:45:47 PM Chg.+0.030 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.320
Bid Size: 9,400		 0.330
Ask Size: 9,400		 Electronic Arts Inc 132.00 USD 6/21/2024 Call
 

Master data

WKN: SH79S8
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 132.00 USD
Maturity: 6/21/2024
Issue date: 3/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.03
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.08
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.08
Time value: 0.26
Break-even: 125.08
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.57
Theta: -0.08
Omega: 20.56
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.260
Low: 0.180
Previous Close: 0.230
Turnover: 2,250
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -23.53%
3 Months
  -80.45%
YTD
  -79.03%
1 Year
  -81.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.230
1M High / 1M Low: 0.440 0.110
6M High / 6M Low: 1.660 0.110
High (YTD): 2/15/2024 1.610
Low (YTD): 5/20/2024 0.110
52W High: 7/25/2023 1.960
52W Low: 5/20/2024 0.110
Avg. price 1W:   0.292
Avg. volume 1W:   2,400
Avg. price 1M:   0.250
Avg. volume 1M:   545.455
Avg. price 6M:   0.883
Avg. volume 6M:   96.774
Avg. price 1Y:   1.019
Avg. volume 1Y:   47.059
Volatility 1M:   997.93%
Volatility 6M:   417.29%
Volatility 1Y:   305.91%
Volatility 3Y:   -