Soc. Generale Call 105 GXI 21.06.2024
/ DE000SV49BZ5
Soc. Generale Call 105 GXI 21.06..../ DE000SV49BZ5 /
| 2024-04-29 10:50:44 AM |
Chg.+0.030 |
Bid2024-04-29 |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
0.460
Bid Size: 9,000 |
0.470
Ask Size: 9,000 |
GERRESHEIMER AG |
105.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV49BZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-0.45 |
| Time value: |
0.46 |
| Break-even: |
109.60 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.43 |
| Theta: |
-0.06 |
| Omega: |
9.47 |
| Rho: |
0.06 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
-46.51% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
-34.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.400 |
| 1M High / 1M Low: |
0.970 |
0.400 |
| 6M High / 6M Low: |
1.320 |
0.300 |
| High (YTD): |
2024-03-06 |
1.320 |
| Low (YTD): |
2024-02-08 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.21% |
| Volatility 6M: |
|
343.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
