Soc. Generale Call 12 VALE 20.12.2024
/ DE000SV6TVS7
Soc. Generale Call 12 VALE 20.12..../ DE000SV6TVS7 /
| 2024-05-29 9:07:45 AM |
Chg.-0.25 |
Bid12:00:50 PM |
Ask12:00:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-18.52% |
1.12
Bid Size: 3,000 |
-
Ask Size: - |
Vale SA |
12.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV6TVS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.33 |
| Time value: |
0.91 |
| Break-even: |
12.30 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.84 |
| Rho: |
0.03 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.68% |
| 1 Month |
|
|
-20.86% |
| 3 Months |
|
|
-38.20% |
| YTD |
|
|
-71.58% |
| 1 Year |
|
|
-58.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.32 |
| 1M High / 1M Low: |
1.62 |
1.28 |
| 6M High / 6M Low: |
4.02 |
1.09 |
| High (YTD): |
2024-01-03 |
3.76 |
| Low (YTD): |
2024-04-17 |
1.09 |
| 52W High: |
2023-12-27 |
4.02 |
| 52W Low: |
2024-04-17 |
1.09 |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.69% |
| Volatility 6M: |
|
115.11% |
| Volatility 1Y: |
|
107.33% |
| Volatility 3Y: |
|
- |
