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Soc. Generale Call 13 VALE 20.12..../  DE000SV4SXY8  /

Frankfurt Zert./SG
2024-06-05  6:57:34 PM Chg.-0.060 Bid7:28:16 PM Ask- Underlying Strike price Expiration date Option type
0.500EUR -10.71% 0.510
Bid Size: 40,000		 -
Ask Size: -		 Vale SA 13.00 USD 2024-12-20 Call
 

Master data

WKN: SV4SXY
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 19.28
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -1.34
Time value: 0.55
Break-even: 12.50
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.37
Theta: 0.00
Omega: 7.20
Rho: 0.02
 

Quote data

Open: 0.510
High: 0.550
Low: 0.500
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.51%
1 Month
  -54.96%
3 Months
  -62.12%
YTD
  -84.62%
1 Year
  -80.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.560
1M High / 1M Low: 1.130 0.560
6M High / 6M Low: 3.360 0.560
High (YTD): 2024-01-02 3.120
Low (YTD): 2024-06-04 0.560
52W High: 2023-12-27 3.360
52W Low: 2024-06-04 0.560
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   1.567
Avg. volume 6M:   0.000
Avg. price 1Y:   1.972
Avg. volume 1Y:   0.000
Volatility 1M:   111.50%
Volatility 6M:   132.49%
Volatility 1Y:   121.00%
Volatility 3Y:   -