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Soc. Generale Call 9.5 GELYF 21.0.../  DE000SV9XV18  /

Frankfurt Zert./SG
2024-06-06  9:48:59 PM Chg.-0.004 Bid9:58:25 PM Ask9:58:25 PM Underlying Strike price Expiration date Option type
0.051EUR -7.27% 0.051
Bid Size: 80,000		 0.066
Ask Size: 80,000		 Geely Automobile Hol... 9.50 HKD 2024-06-21 Call
 

Master data

WKN: SV9XV1
Issuer: Société Générale
Currency: EUR
Underlying: Geely Automobile Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 9.50 HKD
Maturity: 2024-06-21
Issue date: 2023-07-20
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 16.64
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.05
Implied volatility: 0.46
Historic volatility: 0.31
Parity: 0.05
Time value: 0.02
Break-even: 1.19
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 16.67%
Delta: 0.69
Theta: 0.00
Omega: 11.46
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.052
Low: 0.048
Previous Close: 0.055
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -53.64%
3 Months
  -23.88%
YTD
  -43.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.045
1M High / 1M Low: 0.140 0.045
6M High / 6M Low: 0.140 0.039
High (YTD): 2024-05-20 0.140
Low (YTD): 2024-01-31 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.35%
Volatility 6M:   204.16%
Volatility 1Y:   -
Volatility 3Y:   -