Soc. Generale Call 32 BAC 20.09.2024
/ DE000SV9VF10
Soc. Generale Call 32 BAC 20.09.2.../ DE000SV9VF10 /
| 2024-06-21 8:31:03 PM |
Chg.-0.030 |
Bid8:54:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
0.760
Bid Size: 200,000 |
-
Ask Size: - |
VERIZON COMM. INC. D... |
32.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SV9VF1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.22 |
| Parity: |
0.56 |
| Time value: |
0.21 |
| Break-even: |
39.70 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.73 |
| Rho: |
0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.74% |
| 1 Month |
|
|
+2.74% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
+41.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.700 |
| 1M High / 1M Low: |
0.880 |
0.680 |
| 6M High / 6M Low: |
1.000 |
0.520 |
| High (YTD): |
2024-04-03 |
1.000 |
| Low (YTD): |
2024-01-11 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.779 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.42% |
| Volatility 6M: |
|
96.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
