Soc. Generale Call 95 HOT 21.06.2024
/ DE000SV49CX8
Soc. Generale Call 95 HOT 21.06.2.../ DE000SV49CX8 /
2024-05-21 3:17:13 PM |
Chg.+0.060 |
Bid3:55:53 PM |
Ask3:55:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+9.09% |
0.670 Bid Size: 4,500 |
0.700 Ask Size: 4,500 |
HOCHTIEF AG |
95.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV49CX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
0.46 |
Time value: |
0.26 |
Break-even: |
102.10 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
4.41% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
9.75 |
Rho: |
0.05 |
Quote data
Open: |
0.640 |
High: |
0.720 |
Low: |
0.600 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.43% |
1 Month |
|
|
-31.43% |
3 Months |
|
|
-12.20% |
YTD |
|
|
-30.77% |
1 Year |
|
|
+75.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.660 |
1M High / 1M Low: |
1.070 |
0.660 |
6M High / 6M Low: |
1.760 |
0.660 |
High (YTD): |
2024-01-24 |
1.760 |
Low (YTD): |
2024-05-20 |
0.660 |
52W High: |
2024-01-24 |
1.760 |
52W Low: |
2023-07-10 |
0.320 |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.893 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.139 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.933 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
142.72% |
Volatility 6M: |
|
165.96% |
Volatility 1Y: |
|
162.72% |
Volatility 3Y: |
|
- |