Soc. Generale Call 8.5 TEG 21.06.2024
/ DE000SV7S381
Soc. Generale Call 8.5 TEG 21.06..../ DE000SV7S381 /
| 2024-05-22 9:37:49 PM |
Chg.+0.170 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.190EUR |
+2.82% |
6.200
Bid Size: 500 |
6.500
Ask Size: 500 |
TAG IMMOBILIEN AG |
8.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV7S38 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.13 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.38 |
| Parity: |
6.10 |
| Time value: |
0.15 |
| Break-even: |
14.75 |
| Moneyness: |
1.72 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.13 |
| Spread %: |
2.12% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.22 |
| Rho: |
0.01 |
Quote data
| Open: |
5.930 |
| High: |
6.290 |
| Low: |
5.860 |
| Previous Close: |
6.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.16% |
| 1 Month |
|
|
+45.65% |
| 3 Months |
|
|
+72.91% |
| YTD |
|
|
+17.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.190 |
6.000 |
| 1M High / 1M Low: |
6.190 |
3.870 |
| 6M High / 6M Low: |
6.190 |
3.150 |
| High (YTD): |
2024-05-22 |
6.190 |
| Low (YTD): |
2024-03-05 |
3.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.92% |
| Volatility 6M: |
|
83.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
