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Soc. Generale Call 96.66 MMM 21.0.../  DE000SV6HJN8  /

Frankfurt Zert./SG
2024-05-31  9:35:44 PM Chg.+0.100 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.460EUR +27.78% 0.530
Bid Size: 5,700		 0.540
Ask Size: 5,700		 3M Company 96.66 USD 2024-06-21 Call
 

Master data

WKN: SV6HJN
Issuer: Société Générale
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 96.66 USD
Maturity: 2024-06-21
Issue date: 2023-05-18
Last trading day: 2024-06-20
Ratio: 8.4:1
Exercise type: American
Quanto: No
Gearing: 20.34
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.38
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 0.38
Time value: 0.16
Break-even: 93.64
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.72
Theta: -0.06
Omega: 14.62
Rho: 0.03
 

Quote data

Open: 0.370
High: 0.480
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month  
+6.98%
3 Months  
+721.43%
YTD
  -16.36%
1 Year
  -36.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.330
1M High / 1M Low: 0.960 0.290
6M High / 6M Low: 0.960 0.054
High (YTD): 2024-05-17 0.960
Low (YTD): 2024-02-28 0.054
52W High: 2024-05-17 0.960
52W Low: 2024-02-28 0.054
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   0.000
Volatility 1M:   304.42%
Volatility 6M:   320.24%
Volatility 1Y:   253.46%
Volatility 3Y:   -