Soc. Generale Call 72.5 SRE 21.06.2024
/ DE000SV7HM94
Soc. Generale Call 72.5 SRE 21.06.../ DE000SV7HM94 /
| 5/15/2024 5:53:14 PM |
Chg.+0.190 |
Bid6:42:07 PM |
Ask6:42:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+20.00% |
1.150
Bid Size: 25,000 |
1.170
Ask Size: 25,000 |
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: |
14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
0.19 |
| Break-even: |
71.79 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
11.79 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
1.150 |
| Low: |
0.700 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.16% |
| 1 Month |
|
|
+418.18% |
| 3 Months |
|
|
+111.11% |
| YTD |
|
|
+0.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.730 |
| 1M High / 1M Low: |
1.060 |
0.160 |
| 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: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.07% |
| Volatility 6M: |
|
215.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
