Soc. Generale Call 150 PRG 21.06.2024
/ DE000SV44H38
Soc. Generale Call 150 PRG 21.06..../ DE000SV44H38 /
| 5/21/2024 9:36:27 AM |
Chg.-0.02 |
Bid9:05:34 PM |
Ask9:05:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-1.20% |
1.73
Bid Size: 70,000 |
-
Ask Size: - |
PROCTER GAMBLE |
150.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SV44H3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.12 |
| Parity: |
0.41 |
| Time value: |
1.26 |
| Break-even: |
166.70 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.24 |
| Omega: |
5.50 |
| Rho: |
0.06 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
+78.26% |
| 3 Months |
|
|
+49.09% |
| YTD |
|
|
+221.57% |
| 1 Year |
|
|
+5.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.52 |
| 1M High / 1M Low: |
1.68 |
0.97 |
| 6M High / 6M Low: |
1.68 |
0.45 |
| High (YTD): |
5/17/2024 |
1.68 |
| Low (YTD): |
1/18/2024 |
0.56 |
| 52W High: |
5/17/2024 |
1.68 |
| 52W Low: |
12/15/2023 |
0.45 |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.51% |
| Volatility 6M: |
|
154.66% |
| Volatility 1Y: |
|
129.27% |
| Volatility 3Y: |
|
- |
