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Soc. Generale Call 24 DTE 20.12.2.../  DE000SF23YV4  /

Frankfurt Zert./SG
2024-09-20  9:50:33 PM Chg.+0.010 Bid9:56:05 PM Ask9:56:05 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.250
Bid Size: 45,000		 0.260
Ask Size: 45,000		 DT.TELEKOM AG NA 24.00 EUR 2024-12-20 Call
 

Master data

WKN: SF23YV
Issuer: Société Générale
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2021-07-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.84
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.20
Implied volatility: 0.18
Historic volatility: 0.13
Parity: 0.20
Time value: 0.04
Break-even: 26.40
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.86
Theta: 0.00
Omega: 9.27
Rho: 0.05
 

Quote data

Open: 0.240
High: 0.260
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month  
+47.06%
3 Months  
+296.83%
YTD  
+575.68%
1 Year  
+443.48%
3 Years  
+400.00%
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.330 0.160
6M High / 6M Low: 0.330 0.023
High (YTD): 2024-09-16 0.330
Low (YTD): 2024-04-18 0.023
52W High: 2024-09-16 0.330
52W Low: 2024-04-18 0.023
Avg. price 1W:   0.286
Avg. volume 1W:   5,284.400
Avg. price 1M:   0.234
Avg. volume 1M:   1,366.174
Avg. price 6M:   0.097
Avg. volume 6M:   6,328.853
Avg. price 1Y:   0.075
Avg. volume 1Y:   3,371.438
Volatility 1M:   123.75%
Volatility 6M:   176.32%
Volatility 1Y:   163.46%
Volatility 3Y:   150.35%