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Soc. Generale Call 460 ADB 20.09..../  DE000SV7HS15  /

Frankfurt Zert./SG
2024-06-21  9:44:58 PM Chg.+0.460 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
8.110EUR +6.01% 8.240
Bid Size: 750		 8.270
Ask Size: 750		 ADOBE INC. 460.00 - 2024-09-20 Call
 

Master data

WKN: SV7HS1
Issuer: Société Générale
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 5.57
Intrinsic value: 3.89
Implied volatility: 0.63
Historic volatility: 0.31
Parity: 3.89
Time value: 4.42
Break-even: 543.10
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.67
Theta: -0.34
Omega: 4.03
Rho: 0.62
 

Quote data

Open: 7.540
High: 8.200
Low: 7.440
Previous Close: 7.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.28%
1 Month  
+55.96%
3 Months  
+12.95%
YTD
  -45.72%
1 Year
  -8.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.110 7.190
1M High / 1M Low: 8.110 2.770
6M High / 6M Low: 18.560 2.770
High (YTD): 2024-02-02 18.560
Low (YTD): 2024-06-03 2.770
52W High: 2023-12-12 19.210
52W Low: 2024-06-03 2.770
Avg. price 1W:   7.600
Avg. volume 1W:   0.000
Avg. price 1M:   4.922
Avg. volume 1M:   0.000
Avg. price 6M:   9.710
Avg. volume 6M:   0.000
Avg. price 1Y:   11.494
Avg. volume 1Y:   0.000
Volatility 1M:   380.58%
Volatility 6M:   190.08%
Volatility 1Y:   147.36%
Volatility 3Y:   -