Soc. Generale Call 170 AMT 20.09.2024
/ DE000SV6TXM6
Soc. Generale Call 170 AMT 20.09..../ DE000SV6TXM6 /
2024-06-07 9:37:54 PM |
Chg.-0.350 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
-11.63% |
2.620 Bid Size: 2,000 |
2.640 Ask Size: 2,000 |
American Tower Corpo... |
170.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SV6TXM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
American Tower Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-29 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.53 |
Intrinsic value: |
2.25 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
2.25 |
Time value: |
0.38 |
Break-even: |
183.68 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.77% |
Delta: |
0.85 |
Theta: |
-0.04 |
Omega: |
5.82 |
Rho: |
0.36 |
Quote data
Open: |
2.830 |
High: |
2.850 |
Low: |
2.510 |
Previous Close: |
3.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.66% |
1 Month |
|
|
+48.60% |
3 Months |
|
|
-32.32% |
YTD |
|
|
-45.15% |
1 Year |
|
|
-24.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.120 |
2.660 |
1M High / 1M Low: |
3.120 |
1.790 |
6M High / 6M Low: |
5.080 |
1.240 |
High (YTD): |
2024-01-02 |
5.080 |
Low (YTD): |
2024-04-30 |
1.240 |
52W High: |
2024-01-02 |
5.080 |
52W Low: |
2024-04-30 |
1.240 |
Avg. price 1W: |
|
2.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.007 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.947 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
156.68% |
Volatility 6M: |
|
129.84% |
Volatility 1Y: |
|
125.61% |
Volatility 3Y: |
|
- |