Soc. Generale Call 55 AZ2 20.12.2024
/ DE000SV9TCD3
Soc. Generale Call 55 AZ2 20.12.2.../ DE000SV9TCD3 /
2024-06-21 8:12:37 AM |
Chg.-0.020 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-2.94% |
- Bid Size: - |
- Ask Size: - |
ANDRITZ AG |
55.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SV9TCD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.30 |
Time value: |
0.40 |
Break-even: |
62.00 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
5.55 |
Rho: |
0.16 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
+32.00% |
3 Months |
|
|
-9.59% |
YTD |
|
|
+6.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.660 |
1M High / 1M Low: |
0.890 |
0.420 |
6M High / 6M Low: |
0.930 |
0.330 |
High (YTD): |
2024-02-26 |
0.930 |
Low (YTD): |
2024-05-02 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.608 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.61% |
Volatility 6M: |
|
137.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |