Soc. Generale Call 160 SND 21.06.2024
/ DE000SV49HK4
Soc. Generale Call 160 SND 21.06..../ DE000SV49HK4 /
2024-06-07 9:42:07 PM |
Chg.-0.300 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.580EUR |
-4.36% |
6.580 Bid Size: 1,000 |
6.740 Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
160.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV49HK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.90 |
Intrinsic value: |
6.88 |
Implied volatility: |
0.88 |
Historic volatility: |
0.21 |
Parity: |
6.88 |
Time value: |
0.05 |
Break-even: |
229.20 |
Moneyness: |
1.43 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.44% |
Delta: |
0.98 |
Theta: |
-0.07 |
Omega: |
3.26 |
Rho: |
0.06 |
Quote data
Open: |
6.790 |
High: |
6.840 |
Low: |
6.440 |
Previous Close: |
6.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.35% |
1 Month |
|
|
-1.05% |
3 Months |
|
|
+24.15% |
YTD |
|
|
+132.51% |
1 Year |
|
|
+182.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.880 |
6.480 |
1M High / 1M Low: |
7.740 |
6.480 |
6M High / 6M Low: |
7.740 |
2.050 |
High (YTD): |
2024-05-27 |
7.740 |
Low (YTD): |
2024-01-05 |
2.050 |
52W High: |
2024-05-27 |
7.740 |
52W Low: |
2023-10-25 |
0.520 |
Avg. price 1W: |
|
6.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.631 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.065 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
57.85% |
Volatility 6M: |
|
79.56% |
Volatility 1Y: |
|
121.46% |
Volatility 3Y: |
|
- |