Soc. Generale Call 720 AEX 21.06.2024
/ DE000SV1CE79
Soc. Generale Call 720 AEX 21.06..../ DE000SV1CE79 /
| 2024-05-29 8:38:01 AM |
Chg.-0.22 |
Bid2:20:12 PM |
Ask2:20:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.68EUR |
-2.22% |
9.46
Bid Size: 40,000 |
9.47
Ask Size: 40,000 |
AEX-INDEX |
720.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV1CE7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AEX-INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.70 |
| Intrinsic value: |
9.61 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.11 |
| Parity: |
9.61 |
| Time value: |
0.26 |
| Break-even: |
917.40 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.10% |
| Delta: |
0.95 |
| Theta: |
-0.41 |
| Omega: |
4.37 |
| Rho: |
0.42 |
Quote data
| Open: |
9.68 |
| High: |
9.68 |
| Low: |
9.68 |
| Previous Close: |
9.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.73% |
| 1 Month |
|
|
+16.49% |
| 3 Months |
|
|
+49.38% |
| YTD |
|
|
+143.83% |
| 1 Year |
|
|
+125.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.90 |
9.45 |
| 1M High / 1M Low: |
9.90 |
7.85 |
| 6M High / 6M Low: |
9.90 |
3.11 |
| High (YTD): |
2024-05-28 |
9.90 |
| Low (YTD): |
2024-01-17 |
3.11 |
| 52W High: |
2024-05-28 |
9.90 |
| 52W Low: |
2023-10-27 |
1.77 |
| Avg. price 1W: |
|
9.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.31% |
| Volatility 6M: |
|
66.82% |
| Volatility 1Y: |
|
78.91% |
| Volatility 3Y: |
|
- |
