Soc. Generale Call 35 DSY 21.06.2024
/ DE000SV6DZV6
Soc. Generale Call 35 DSY 21.06.2.../ DE000SV6DZV6 /
2024-06-03 9:36:43 PM |
Chg.-0.020 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-8.70% |
0.210 Bid Size: 10,000 |
0.230 Ask Size: 10,000 |
Dassault Systemes SE |
35.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV6DZV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dassault Systemes SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
0.21 |
Time value: |
0.04 |
Break-even: |
37.50 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
11.67 |
Rho: |
0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.200 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-46.15% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
-75.29% |
YTD |
|
|
-81.08% |
1 Year |
|
|
-80.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.230 |
1M High / 1M Low: |
0.460 |
0.230 |
6M High / 6M Low: |
1.420 |
0.230 |
High (YTD): |
2024-01-31 |
1.420 |
Low (YTD): |
2024-05-31 |
0.230 |
52W High: |
2024-01-31 |
1.420 |
52W Low: |
2024-05-31 |
0.230 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.775 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.733 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
208.41% |
Volatility 6M: |
|
140.96% |
Volatility 1Y: |
|
124.11% |
Volatility 3Y: |
|
- |