Soc. Generale Call 72.5 SRE 21.06.2024
/ DE000SV7HM94
Soc. Generale Call 72.5 SRE 21.06.../ DE000SV7HM94 /
| 6/4/2024 12:33:11 PM |
Chg.-0.310 |
Bid12:34:40 PM |
Ask12:34:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-36.47% |
0.540
Bid Size: 5,600 |
1.080
Ask Size: 5,600 |
Sempra |
72.50 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SV7HM9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.77 |
| Time value: |
0.10 |
| Break-even: |
70.82 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
13.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.470 |
| High: |
0.540 |
| Low: |
0.470 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.40% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
+14.89% |
| YTD |
|
|
-52.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.470 |
| 1M High / 1M Low: |
1.180 |
0.470 |
| 6M High / 6M Low: |
1.450 |
0.160 |
| High (YTD): |
1/8/2024 |
1.440 |
| Low (YTD): |
4/16/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.50% |
| Volatility 6M: |
|
247.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
