Soc. Generale Call 72.5 SRE 21.06.2024
/ DE000SV7HM94
Soc. Generale Call 72.5 SRE 21.06.../ DE000SV7HM94 /
| 2024-05-31 9:44:38 AM |
Chg.+0.030 |
Bid4:58:02 PM |
Ask4:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
0.710
Bid Size: 25,000 |
0.730
Ask Size: 25,000 |
Sempra |
72.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HM9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.17 |
| Break-even: |
69.53 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
18.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-28.95% |
| YTD |
|
|
-76.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.240 |
| 1M High / 1M Low: |
0.900 |
0.240 |
| 6M High / 6M Low: |
1.450 |
0.092 |
| High (YTD): |
2024-01-08 |
1.450 |
| Low (YTD): |
2024-04-17 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.631 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.74% |
| Volatility 6M: |
|
260.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
