Soc. Generale Call 0.84 EUR/GBP 21.06.2024
/ DE000SV1HC84
Soc. Generale Call 0.84 EUR/GBP 2.../ DE000SV1HC84 /
| 2024-06-03 6:47:05 PM |
Chg.0.000 |
Bid7:21:18 PM |
Ask7:21:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
0.00% |
1.470
Bid Size: 30,000 |
1.490
Ask Size: 30,000 |
- |
0.84 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SV1HC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.84 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
66.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
- |
| Historic volatility: |
0.04 |
| Parity: |
1.34 |
| Time value: |
0.16 |
| Break-even: |
1.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.550 |
| High: |
1.660 |
| Low: |
1.430 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
-35.37% |
| 3 Months |
|
|
-41.73% |
| YTD |
|
|
-65.58% |
| 1 Year |
|
|
-71.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.360 |
| 1M High / 1M Low: |
2.620 |
1.360 |
| 6M High / 6M Low: |
4.300 |
1.360 |
| High (YTD): |
2024-01-02 |
4.120 |
| Low (YTD): |
2024-05-29 |
1.360 |
| 52W High: |
2023-06-28 |
5.660 |
| 52W Low: |
2024-05-29 |
1.360 |
| Avg. price 1W: |
|
1.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.728 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
99.42% |
| Volatility 6M: |
|
93.42% |
| Volatility 1Y: |
|
79.24% |
| Volatility 3Y: |
|
- |
