Soc. Generale Call 50 AZ2 20.12.2024
/ DE000SV6W1H3
Soc. Generale Call 50 AZ2 20.12.2.../ DE000SV6W1H3 /
| 2024-06-21 8:25:07 AM |
Chg.-0.050 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-4.85% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
50.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SV6W1H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
0.28 |
| Break-even: |
60.30 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.37 |
| Rho: |
0.17 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.60% |
| 1 Month |
|
|
+24.05% |
| 3 Months |
|
|
-4.85% |
| YTD |
|
|
+7.69% |
| 1 Year |
|
|
+20.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.980 |
| 1M High / 1M Low: |
1.340 |
0.690 |
| 6M High / 6M Low: |
1.340 |
0.570 |
| High (YTD): |
2024-06-13 |
1.340 |
| Low (YTD): |
2024-05-02 |
0.570 |
| 52W High: |
2024-06-13 |
1.340 |
| 52W Low: |
2023-10-27 |
0.310 |
| Avg. price 1W: |
|
1.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
0.757 |
| Avg. volume 1Y: |
|
7.813 |
| Volatility 1M: |
|
170.13% |
| Volatility 6M: |
|
111.51% |
| Volatility 1Y: |
|
108.03% |
| Volatility 3Y: |
|
- |
