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Soc. Generale Call 23.5 MBG 18.12.../  DE000SR667L3  /

Frankfurt Zert./SG
2024-06-07  9:42:11 PM Chg.-0.050 Bid9:50:26 PM Ask- Underlying Strike price Expiration date Option type
5.010EUR -0.99% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 23.50 EUR 2024-12-18 Call
 

Master data

WKN: SR667L
Issuer: Société Générale
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.50 EUR
Maturity: 2024-12-18
Issue date: 2020-03-11
Last trading day: 2024-12-16
Ratio: 8.4:1
Exercise type: American
Quanto: -
Gearing: 1.54
Leverage: Yes

Calculated values

Fair value: 5.01
Intrinsic value: 4.96
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 4.96
Time value: 0.06
Break-even: 65.65
Moneyness: 2.77
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: 0.00
Omega: 1.53
Rho: 0.12
 

Quote data

Open: 5.070
High: 5.070
Low: 4.980
Previous Close: 5.060
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -2.72%
1 Month
  -6.70%
3 Months
  -13.32%
YTD  
+6.82%
1 Year
  -15.51%
3 Years     0.00%
5 Years     -
10 Years     -
1W High / 1W Low: 5.150 5.010
1M High / 1M Low: 5.540 5.010
6M High / 6M Low: 6.320 4.280
High (YTD): 2024-04-08 6.320
Low (YTD): 2024-01-22 4.280
52W High: 2024-04-08 6.320
52W Low: 2023-10-31 3.860
Avg. price 1W:   5.070
Avg. volume 1W:   0.000
Avg. price 1M:   5.200
Avg. volume 1M:   0.000
Avg. price 6M:   5.335
Avg. volume 6M:   0.000
Avg. price 1Y:   5.240
Avg. volume 1Y:   0.000
Volatility 1M:   23.24%
Volatility 6M:   29.14%
Volatility 1Y:   28.63%
Volatility 3Y:   43.16%