Soc. Generale Call 280 FDX 21.06.2024
/ DE000SV2LLU0
Soc. Generale Call 280 FDX 21.06..../ DE000SV2LLU0 /
2024-05-21 9:27:49 AM |
Chg.-0.004 |
Bid6:48:28 PM |
Ask6:48:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.052EUR |
-7.14% |
0.029 Bid Size: 45,000 |
0.048 Ask Size: 45,000 |
FedEx Corp |
280.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV2LLU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-24 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
372.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-2.33 |
Time value: |
0.06 |
Break-even: |
258.45 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
2.14 |
Spread abs.: |
0.01 |
Spread %: |
18.87% |
Delta: |
0.09 |
Theta: |
-0.04 |
Omega: |
33.37 |
Rho: |
0.02 |
Quote data
Open: |
0.052 |
High: |
0.052 |
Low: |
0.052 |
Previous Close: |
0.056 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-75.24% |
1 Month |
|
|
-85.56% |
3 Months |
|
|
-79.20% |
YTD |
|
|
-93.42% |
1 Year |
|
|
-95.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.056 |
1M High / 1M Low: |
0.550 |
0.056 |
6M High / 6M Low: |
2.310 |
0.056 |
High (YTD): |
2024-03-22 |
1.600 |
Low (YTD): |
2024-05-20 |
0.056 |
52W High: |
2023-08-08 |
2.560 |
52W Low: |
2024-05-20 |
0.056 |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.244 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.675 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.145 |
Avg. volume 1Y: |
|
5.490 |
Volatility 1M: |
|
337.43% |
Volatility 6M: |
|
356.78% |
Volatility 1Y: |
|
274.96% |
Volatility 3Y: |
|
- |