Soc. Generale Call 160 FI 20.09.2024
/ DE000SV79H77
Soc. Generale Call 160 FI 20.09.2.../ DE000SV79H77 /
| 2024-06-05 1:06:16 PM |
Chg.-0.030 |
Bid1:22:01 PM |
Ask1:22:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Fiserv |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV79H7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-1.10 |
| Time value: |
0.30 |
| Break-even: |
150.04 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
13.93 |
| Rho: |
0.11 |
Quote data
| Open: |
0.240 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-38.64% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
0.610 |
0.300 |
| 6M High / 6M Low: |
1.020 |
0.220 |
| High (YTD): |
2024-04-02 |
1.020 |
| Low (YTD): |
2024-01-03 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.511 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.66% |
| Volatility 6M: |
|
163.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
