Soc. Generale Call 210 AXP 21.06.2024
/ DE000SV695K0
Soc. Generale Call 210 AXP 21.06..../ DE000SV695K0 /
| 2024-05-21 6:52:32 PM |
Chg.-0.060 |
Bid7:28:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.120EUR |
-1.89% |
3.120
Bid Size: 35,000 |
-
Ask Size: - |
American Express Com... |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV695K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
2.97 |
| Time value: |
0.14 |
| Break-even: |
224.46 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
6.67 |
| Rho: |
0.15 |
Quote data
| Open: |
2.990 |
| High: |
3.140 |
| Low: |
2.960 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.97% |
| 1 Month |
|
|
+31.09% |
| 3 Months |
|
|
+127.74% |
| YTD |
|
|
+420.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
3.050 |
| 1M High / 1M Low: |
3.180 |
2.240 |
| 6M High / 6M Low: |
3.180 |
0.170 |
| High (YTD): |
2024-05-20 |
3.180 |
| Low (YTD): |
2024-01-18 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.43% |
| Volatility 6M: |
|
191.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
