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Soc. Generale Call 150 JBHT 21.06.../  DE000SN3Y891  /

Frankfurt Zert./SG
2024-05-29  9:50:59 AM Chg.-0.180 Bid10:52:01 AM Ask10:52:01 AM Underlying Strike price Expiration date Option type
0.780EUR -18.75% 0.840
Bid Size: 3,600		 1.090
Ask Size: 3,600		 J B Hunt Transport S... 150.00 - 2024-06-21 Call
 

Master data

WKN: SN3Y89
Issuer: Société Générale
Currency: EUR
Underlying: J B Hunt Transport Services Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-06-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.31
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.23
Parity: -0.40
Time value: 1.02
Break-even: 160.20
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 3.38
Spread abs.: 0.04
Spread %: 4.08%
Delta: 0.49
Theta: -0.26
Omega: 7.03
Rho: 0.04
 

Quote data

Open: 0.770
High: 0.790
Low: 0.770
Previous Close: 0.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.10%
1 Month
  -45.83%
3 Months
  -85.74%
YTD
  -84.52%
1 Year
  -78.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.800
1M High / 1M Low: 2.010 0.800
6M High / 6M Low: 6.630 0.800
High (YTD): 2024-02-14 6.630
Low (YTD): 2024-05-27 0.800
52W High: 2024-02-14 6.630
52W Low: 2024-05-27 0.800
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.513
Avg. volume 1M:   0.000
Avg. price 6M:   4.069
Avg. volume 6M:   0.000
Avg. price 1Y:   4.227
Avg. volume 1Y:   0.000
Volatility 1M:   170.71%
Volatility 6M:   117.77%
Volatility 1Y:   99.43%
Volatility 3Y:   -