Soc. Generale Call 42 CMCSA 21.06.2024
/ DE000SV44DL2
Soc. Generale Call 42 CMCSA 21.06.../ DE000SV44DL2 /
2024-06-03 5:51:16 PM |
Chg.-0.005 |
Bid6:09:48 PM |
Ask6:09:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-27.78% |
0.015 Bid Size: 500,000 |
0.025 Ask Size: 500,000 |
Comcast Corporation |
42.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV44DL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
108.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
-0.18 |
Time value: |
0.03 |
Break-even: |
39.04 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
2.16 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
26.85 |
Rho: |
0.00 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.013 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-45.83% |
3 Months |
|
|
-95.52% |
YTD |
|
|
-96.75% |
1 Year |
|
|
-95.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.005 |
1M High / 1M Low: |
0.035 |
0.005 |
6M High / 6M Low: |
0.560 |
0.005 |
High (YTD): |
2024-02-01 |
0.560 |
Low (YTD): |
2024-05-29 |
0.005 |
52W High: |
2023-08-15 |
0.740 |
52W Low: |
2024-05-29 |
0.005 |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.361 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
703.01% |
Volatility 6M: |
|
331.12% |
Volatility 1Y: |
|
248.40% |
Volatility 3Y: |
|
- |