Soc. Generale Call 150 AIL 21.06.2024
/ DE000SV60B41
Soc. Generale Call 150 AIL 21.06..../ DE000SV60B41 /
2024-05-21 8:44:44 AM |
Chg.+0.27 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.54EUR |
+8.26% |
- Bid Size: - |
- Ask Size: - |
AIR LIQUIDE INH. EO ... |
150.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV60B4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AIR LIQUIDE INH. EO 5,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-02 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.60 |
Intrinsic value: |
3.55 |
Implied volatility: |
0.47 |
Historic volatility: |
0.17 |
Parity: |
3.55 |
Time value: |
0.10 |
Break-even: |
186.50 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.83% |
Delta: |
0.95 |
Theta: |
-0.06 |
Omega: |
4.83 |
Rho: |
0.12 |
Quote data
Open: |
3.54 |
High: |
3.54 |
Low: |
3.54 |
Previous Close: |
3.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.02% |
1 Month |
|
|
+0.57% |
3 Months |
|
|
-4.84% |
YTD |
|
|
+20.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.67 |
3.27 |
1M High / 1M Low: |
3.87 |
3.08 |
6M High / 6M Low: |
4.68 |
2.06 |
High (YTD): |
2024-03-21 |
4.68 |
Low (YTD): |
2024-02-09 |
2.06 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.76% |
Volatility 6M: |
|
101.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |