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Soc. Generale Call 25 AOMD 21.06..../  DE000SV6DH70  /

Frankfurt Zert./SG
28/05/2024  11:07:24 Chg.-0.003 Bid11:09:00 Ask11:09:00 Underlying Strike price Expiration date Option type
0.003EUR -50.00% 0.002
Bid Size: 150,000		 0.020
Ask Size: 150,000		 ALSTOM S.A. INH. ... 25.00 EUR 21/06/2024 Call
 

Master data

WKN: SV6DH7
Issuer: Société Générale
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 21/06/2024
Issue date: 16/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 98.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.55
Parity: -0.53
Time value: 0.02
Break-even: 25.20
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 40.17
Spread abs.: 0.01
Spread %: 233.33%
Delta: 0.12
Theta: -0.02
Omega: 11.87
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.003
Previous Close: 0.006
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -25.00%
3 Months
  -70.00%
YTD
  -85.00%
1 Year
  -99.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.003
1M High / 1M Low: 0.021 0.001
6M High / 6M Low: 0.028 0.001
High (YTD): 23/01/2024 0.022
Low (YTD): 17/05/2024 0.001
52W High: 08/06/2023 0.650
52W Low: 17/05/2024 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.174
Avg. volume 1Y:   0.000
Volatility 1M:   7,544.04%
Volatility 6M:   3,284.66%
Volatility 1Y:   2,326.15%
Volatility 3Y:   -