Soc. Generale Call 635.55 COST 21.06.2024
/ DE000SV9LLQ3
Soc. Generale Call 635.55 COST 21.../ DE000SV9LLQ3 /
2024-05-16 6:27:37 PM |
Chg.+1.140 |
Bid6:58:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
15.740EUR |
+7.81% |
15.870 Bid Size: 10,000 |
- Ask Size: - |
Costco Wholesale Cor... |
635.55 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV9LLQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Costco Wholesale Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
635.55 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-11 |
Last trading day: |
2024-06-20 |
Ratio: |
9.78:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.46 |
Intrinsic value: |
14.23 |
Implied volatility: |
0.37 |
Historic volatility: |
0.16 |
Parity: |
14.23 |
Time value: |
0.32 |
Break-even: |
725.93 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.13 |
Omega: |
4.95 |
Rho: |
0.55 |
Quote data
Open: |
14.210 |
High: |
15.970 |
Low: |
14.090 |
Previous Close: |
14.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.11% |
1 Month |
|
|
+76.06% |
3 Months |
|
|
+54.01% |
YTD |
|
|
+171.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.660 |
13.740 |
1M High / 1M Low: |
14.660 |
8.150 |
6M High / 6M Low: |
15.250 |
1.420 |
High (YTD): |
2024-03-07 |
15.250 |
Low (YTD): |
2024-01-03 |
4.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.904 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.096 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.19% |
Volatility 6M: |
|
135.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |