Soc. Generale Call 45 MO 20.12.2024
/ DE000SV453H0
Soc. Generale Call 45 MO 20.12.20.../ DE000SV453H0 /
| 2024-05-30 4:48:17 PM |
Chg.0.000 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.210
Bid Size: 250,000 |
0.220
Ask Size: 250,000 |
Altria Group Inc |
45.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV453H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
0.01 |
| Time value: |
0.20 |
| Break-even: |
43.76 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
12.35 |
| Rho: |
0.13 |
Quote data
| Open: |
0.190 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
+223.08% |
| YTD |
|
|
+141.38% |
| 1 Year |
|
|
-34.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.210 |
| 1M High / 1M Low: |
0.270 |
0.150 |
| 6M High / 6M Low: |
0.270 |
0.048 |
| High (YTD): |
2024-05-21 |
0.270 |
| Low (YTD): |
2024-03-04 |
0.048 |
| 52W High: |
2023-07-06 |
0.400 |
| 52W Low: |
2024-03-04 |
0.048 |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.183 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
105.91% |
| Volatility 6M: |
|
168.53% |
| Volatility 1Y: |
|
147.69% |
| Volatility 3Y: |
|
- |
