Soc. Generale Call 38 CCJ 21.06.2024
/ DE000SV690C8
Soc. Generale Call 38 CCJ 21.06.2.../ DE000SV690C8 /
| 2024-06-06 9:22:37 AM |
Chg.+0.06 |
Bid1:14:39 PM |
Ask1:14:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+4.35% |
1.47
Bid Size: 9,000 |
1.58
Ask Size: 9,000 |
Cameco Corporation |
38.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV690C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cameco Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.34 |
| Parity: |
1.50 |
| Time value: |
0.01 |
| Break-even: |
50.05 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.24 |
| Rho: |
0.01 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+87.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.38 |
| 1M High / 1M Low: |
1.58 |
0.99 |
| 6M High / 6M Low: |
1.58 |
0.45 |
| High (YTD): |
2024-06-03 |
1.58 |
| Low (YTD): |
2024-03-15 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
64 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.61% |
| Volatility 6M: |
|
171.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
