Soc. Generale Call 34 CTP2 21.06.2024
/ DE000SV476A6
Soc. Generale Call 34 CTP2 21.06..../ DE000SV476A6 /
2024-06-13 9:02:27 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
- |
- Bid Size: - |
- Ask Size: - |
COMCAST CORP. A D... |
34.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SV476A |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
COMCAST CORP. A DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.10 |
Implied volatility: |
1.58 |
Historic volatility: |
0.20 |
Parity: |
0.10 |
Time value: |
0.23 |
Break-even: |
37.30 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
49.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.60 |
Theta: |
-0.23 |
Omega: |
6.32 |
Rho: |
0.00 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-29.55% |
1 Month |
|
|
-39.22% |
3 Months |
|
|
-61.25% |
YTD |
|
|
-67.71% |
1 Year |
|
|
-65.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.310 |
1M High / 1M Low: |
0.530 |
0.310 |
6M High / 6M Low: |
1.220 |
0.310 |
High (YTD): |
2024-02-01 |
1.220 |
Low (YTD): |
2024-06-13 |
0.310 |
52W High: |
2023-08-15 |
1.340 |
52W Low: |
2024-06-13 |
0.310 |
Avg. price 1W: |
|
0.377 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.435 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.724 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.878 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
161.49% |
Volatility 6M: |
|
117.38% |
Volatility 1Y: |
|
99.46% |
Volatility 3Y: |
|
- |