Soc. Generale Call 32 BAC 21.06.2024
/ DE000SV9VF02
Soc. Generale Call 32 BAC 21.06.2.../ DE000SV9VF02 /
| 6/13/2024 1:54:06 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
32.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SV9VF0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/18/2023 |
| Last trading day: |
6/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
3.91 |
| Historic volatility: |
0.22 |
| Parity: |
0.53 |
| Time value: |
0.19 |
| Break-even: |
39.20 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.86 |
| Omega: |
3.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.700 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.97% |
| 1 Month |
|
|
-6.58% |
| 3 Months |
|
|
-1.39% |
| YTD |
|
|
+39.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.710 |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
1.010 |
0.510 |
| High (YTD): |
1/30/2024 |
1.010 |
| Low (YTD): |
1/15/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.745 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.760 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.25% |
| Volatility 6M: |
|
101.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
