Soc. Generale Call 210 AXP 21.06.2024
/ DE000SV695K0
Soc. Generale Call 210 AXP 21.06..../ DE000SV695K0 /
| 2024-04-30 6:57:08 PM |
Chg.-0.190 |
Bid7:31:57 PM |
Ask7:31:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-6.40% |
2.750
Bid Size: 20,000 |
2.760
Ask Size: 20,000 |
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: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
2.70 |
| Time value: |
0.32 |
| Break-even: |
226.19 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
6.37 |
| Rho: |
0.23 |
Quote data
| Open: |
2.820 |
| High: |
2.900 |
| Low: |
2.760 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+27.52% |
| 3 Months |
|
|
+155.05% |
| YTD |
|
|
+363.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.730 |
| 1M High / 1M Low: |
3.070 |
1.620 |
| 6M High / 6M Low: |
3.070 |
0.120 |
| High (YTD): |
2024-04-24 |
3.070 |
| Low (YTD): |
2024-01-18 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.99% |
| Volatility 6M: |
|
191.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
