Soc. Generale Call 24 DTE 20.12.2024
/ DE000SF23YV4
Soc. Generale Call 24 DTE 20.12.2.../ DE000SF23YV4 /
2024-03-28 2:31:51 PM |
Chg.+0.002 |
Bid3:02:25 PM |
Ask3:02:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
+5.13% |
0.042 Bid Size: 600,000 |
0.052 Ask Size: 600,000 |
DT.TELEKOM AG NA |
24.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SF23YV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2021-07-30 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
45.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.16 |
Parity: |
-0.16 |
Time value: |
0.05 |
Break-even: |
24.49 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
25.64% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
16.18 |
Rho: |
0.05 |
Quote data
Open: |
0.038 |
High: |
0.042 |
Low: |
0.038 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.67% |
1 Month |
|
|
+2.50% |
3 Months |
|
|
+10.81% |
YTD |
|
|
+10.81% |
1 Year |
|
|
-62.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.029 |
1M High / 1M Low: |
0.041 |
0.025 |
6M High / 6M Low: |
0.098 |
0.025 |
High (YTD): |
2024-01-22 |
0.098 |
Low (YTD): |
2024-03-14 |
0.025 |
52W High: |
2023-04-06 |
0.170 |
52W Low: |
2023-08-08 |
0.023 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
2,000 |
Avg. price 1M: |
|
0.034 |
Avg. volume 1M: |
|
476.190 |
Avg. price 6M: |
|
0.053 |
Avg. volume 6M: |
|
446.189 |
Avg. price 1Y: |
|
0.059 |
Avg. volume 1Y: |
|
11,002.602 |
Volatility 1M: |
|
184.03% |
Volatility 6M: |
|
149.02% |
Volatility 1Y: |
|
143.99% |
Volatility 3Y: |
|
- |