Soc. Generale Call 48 AZ2 21.06.2024
/ DE000SV9QDJ4
Soc. Generale Call 48 AZ2 21.06.2.../ DE000SV9QDJ4 /
| 13/06/2024 18:03:58 |
Chg.+0.110 |
Bid18:47:12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
48.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV9QDJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.24 |
| Parity: |
1.20 |
| Time value: |
0.05 |
| Break-even: |
60.50 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
8.70% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
4.38 |
| Rho: |
0.01 |
Quote data
| Open: |
1.090 |
| High: |
1.350 |
| Low: |
1.090 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.05% |
| 1 Month |
|
|
+105.08% |
| 3 Months |
|
|
+18.63% |
| YTD |
|
|
+30.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.820 |
| 1M High / 1M Low: |
1.100 |
0.550 |
| 6M High / 6M Low: |
1.310 |
0.440 |
| High (YTD): |
28/02/2024 |
1.310 |
| Low (YTD): |
26/04/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.24% |
| Volatility 6M: |
|
131.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
