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Soc. Generale Call 130 GXI 20.12..../  DE000SV6F174  /

Frankfurt Zert./SG
2024-05-31  9:42:21 PM Chg.+0.060 Bid9:50:16 PM Ask9:50:16 PM Underlying Strike price Expiration date Option type
0.580EUR +11.54% 0.580
Bid Size: 5,200		 0.600
Ask Size: 5,200		 GERRESHEIMER AG 130.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6F17
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.50
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.40
Parity: -2.50
Time value: 0.60
Break-even: 136.00
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.33
Theta: -0.03
Omega: 5.69
Rho: 0.16
 

Quote data

Open: 0.510
High: 0.580
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month
  -7.94%
3 Months
  -30.95%
YTD  
+11.54%
1 Year
  -62.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.510
1M High / 1M Low: 0.650 0.300
6M High / 6M Low: 1.000 0.260
High (YTD): 2024-03-06 1.000
Low (YTD): 2024-02-21 0.260
52W High: 2023-09-01 1.900
52W Low: 2024-02-21 0.260
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   24.194
Avg. price 1Y:   0.849
Avg. volume 1Y:   13.725
Volatility 1M:   383.23%
Volatility 6M:   309.25%
Volatility 1Y:   245.16%
Volatility 3Y:   -