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Soc. Generale Call 150 AIL 21.06..../  DE000SV60B41  /

Frankfurt Zert./SG
6/7/2024  8:53:00 AM Chg.+0.030 Bid9:36:15 AM Ask9:36:15 AM Underlying Strike price Expiration date Option type
3.480EUR +0.87% 3.630
Bid Size: 15,000		 3.660
Ask Size: 15,000		 AIR LIQUIDE INH. EO ... 150.00 EUR 6/21/2024 Call
 

Master data

WKN: SV60B4
Issuer: Société Générale
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 6/21/2024
Issue date: 6/2/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 3.49
Intrinsic value: 3.47
Implied volatility: 0.69
Historic volatility: 0.17
Parity: 3.47
Time value: 0.09
Break-even: 185.60
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.85%
Delta: 0.94
Theta: -0.12
Omega: 4.88
Rho: 0.06
 

Quote data

Open: 3.440
High: 3.480
Low: 3.440
Previous Close: 3.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+4.82%
3 Months
  -21.44%
YTD  
+15.61%
1 Year  
+80.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 3.000
1M High / 1M Low: 3.710 2.920
6M High / 6M Low: 4.620 2.040
High (YTD): 3/20/2024 4.620
Low (YTD): 2/8/2024 2.040
52W High: 3/20/2024 4.620
52W Low: 10/23/2023 1.310
Avg. price 1W:   3.248
Avg. volume 1W:   0.000
Avg. price 1M:   3.348
Avg. volume 1M:   0.000
Avg. price 6M:   3.313
Avg. volume 6M:   0.000
Avg. price 1Y:   2.710
Avg. volume 1Y:   0.000
Volatility 1M:   70.89%
Volatility 6M:   102.88%
Volatility 1Y:   95.41%
Volatility 3Y:   -