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Soc. Generale Call 140 GXI 20.12..../  DE000SV6F182  /

Frankfurt Zert./SG
2024-09-25  11:01:37 AM Chg.+0.005 Bid11:08:55 AM Ask11:08:55 AM Underlying Strike price Expiration date Option type
0.066EUR +8.20% 0.065
Bid Size: 10,000		 0.075
Ask Size: 10,000		 GERRESHEIMER AG 140.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6F18
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 131.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -4.26
Time value: 0.07
Break-even: 140.74
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 3.76
Spread abs.: 0.01
Spread %: 15.63%
Delta: 0.08
Theta: -0.02
Omega: 10.42
Rho: 0.02
 

Quote data

Open: 0.060
High: 0.068
Low: 0.060
Previous Close: 0.061
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.00%
1 Month
  -15.38%
3 Months
  -71.30%
YTD
  -82.63%
1 Year
  -92.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.061
1M High / 1M Low: 0.140 0.061
6M High / 6M Low: 0.620 0.061
High (YTD): 2024-03-06 0.730
Low (YTD): 2024-09-24 0.061
52W High: 2023-10-18 0.920
52W Low: 2024-09-24 0.061
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   11.628
Avg. price 1Y:   0.351
Avg. volume 1Y:   76.172
Volatility 1M:   374.14%
Volatility 6M:   284.51%
Volatility 1Y:   296.14%
Volatility 3Y:   -