Soc. Generale Call 9.5 VVU 20.12.2024
/ DE000SW99AE5
Soc. Generale Call 9.5 VVU 20.12..../ DE000SW99AE5 /
| 2024-06-07 9:40:16 PM |
Chg.-0.130 |
Bid9:48:27 PM |
Ask9:48:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-11.21% |
1.020
Bid Size: 3,000 |
1.070
Ask Size: 3,000 |
VIVENDI SE INH. E... |
9.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW99AE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.63 |
| Break-even: |
10.56 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
6.28 |
| Rho: |
0.03 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.030 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.030 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
