Soc. Generale Call 130 GXI 20.12.2024
/ DE000SV6F174
Soc. Generale Call 130 GXI 20.12..../ DE000SV6F174 /
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 |
|
|
+5.45% |
3 Months |
|
|
-30.95% |
YTD |
|
|
+11.54% |
1 Year |
|
|
-59.44% |
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 |
Avg. price 1Y: |
|
0.851 |
Avg. volume 1Y: |
|
13.672 |
Volatility 1M: |
|
383.23% |
Volatility 6M: |
|
308.09% |
Volatility 1Y: |
|
244.79% |
Volatility 3Y: |
|
- |