Soc. Generale Call 72.5 SRE 21.06.2024
/ DE000SV7HM94
Soc. Generale Call 72.5 SRE 21.06.../ DE000SV7HM94 /
| 07/06/2024 09:50:56 |
Chg.-0.010 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
72.50 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SV7HM9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.52 |
| Time value: |
0.11 |
| Break-even: |
70.27 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
17.44 |
| Rho: |
0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.26% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
+22.86% |
| YTD |
|
|
-62.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.430 |
| 1M High / 1M Low: |
0.900 |
0.240 |
| 6M High / 6M Low: |
1.450 |
0.092 |
| High (YTD): |
08/01/2024 |
1.450 |
| Low (YTD): |
17/04/2024 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.15% |
| Volatility 6M: |
|
285.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
