Soc. Generale Call 136.36 AIL 21.06.2024
/ DE000SV60B41
Soc. Generale Call 136.36 AIL 21..../ DE000SV60B41 /
| 6/10/2024 10:15:06 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AIR LIQUIDE INH. EO ... |
136.36 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: |
136.36 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
6/2/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
9.09:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
2.90 |
| Historic volatility: |
0.18 |
| Parity: |
2.52 |
| Time value: |
1.35 |
| Break-even: |
171.54 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
90.07 |
| Spread abs.: |
0.26 |
| Spread %: |
7.20% |
| Delta: |
0.73 |
| Theta: |
-1.65 |
| Omega: |
3.29 |
| Rho: |
0.01 |
Quote data
| Open: |
3.48 |
| High: |
3.48 |
| Low: |
3.48 |
| Previous Close: |
3.48 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.87% |
| 3 Months |
|
|
-22.49% |
| YTD |
|
|
+18.77% |
| 1 Year |
|
|
+61.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.48 |
| 1M High / 1M Low: |
3.67 |
2.80 |
| 6M High / 6M Low: |
4.68 |
2.06 |
| High (YTD): |
3/21/2024 |
4.68 |
| Low (YTD): |
2/9/2024 |
2.06 |
| 52W High: |
3/21/2024 |
4.68 |
| 52W Low: |
10/20/2023 |
1.35 |
| Avg. price 1W: |
|
3.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.54% |
| Volatility 6M: |
|
103.39% |
| Volatility 1Y: |
|
96.95% |
| Volatility 3Y: |
|
- |
