Soc. Generale Call 9.5 VVU 20.09.2024
/ DE000SW7HZP6
Soc. Generale Call 9.5 VVU 20.09..../ DE000SW7HZP6 /
| 2024-06-07 3:34:08 PM |
Chg.-0.130 |
Bid3:55:33 PM |
Ask3:55:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-13.83% |
0.810
Bid Size: 10,000 |
0.830
Ask Size: 10,000 |
VIVENDI SE INH. E... |
9.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW7HZP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.59 |
| Time value: |
0.40 |
| Break-even: |
10.48 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
7.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.810 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-8.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.940 |
| 1M High / 1M Low: |
1.040 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
