Soc. Generale Call 600 URI 21.06.2024
/ DE000SV9RJK7
Soc. Generale Call 600 URI 21.06..../ DE000SV9RJK7 /
| 2024-06-03 9:24:34 AM |
Chg.+0.58 |
Bid11:23:46 AM |
Ask11:23:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.43EUR |
+9.91% |
6.69
Bid Size: 500 |
8.14
Ask Size: 500 |
United Rentals |
600.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV9RJK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.60 |
| Intrinsic value: |
6.40 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.32 |
| Parity: |
6.40 |
| Time value: |
0.92 |
| Break-even: |
626.06 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.28 |
| Spread %: |
3.98% |
| Delta: |
0.82 |
| Theta: |
-0.63 |
| Omega: |
6.92 |
| Rho: |
0.21 |
Quote data
| Open: |
6.43 |
| High: |
6.43 |
| Low: |
6.43 |
| Previous Close: |
5.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.32% |
| 1 Month |
|
|
-5.44% |
| 3 Months |
|
|
-40.57% |
| YTD |
|
|
+25.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.72 |
5.47 |
| 1M High / 1M Low: |
10.11 |
5.47 |
| 6M High / 6M Low: |
12.67 |
1.71 |
| High (YTD): |
2024-03-22 |
12.67 |
| Low (YTD): |
2024-01-09 |
3.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.62% |
| Volatility 6M: |
|
218.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
