Soc. Generale Call 840 AEX 21.06.2024
/ DE000SV1CFA5
Soc. Generale Call 840 AEX 21.06..../ DE000SV1CFA5 /
| 2024-05-27 8:37:12 AM |
Chg.+0.30 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
+8.55% |
-
Bid Size: - |
-
Ask Size: - |
AEX-INDEX |
840.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV1CFA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AEX-INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.11 |
| Parity: |
3.76 |
| Time value: |
0.12 |
| Break-even: |
917.60 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.98 |
| Theta: |
-0.11 |
| Omega: |
11.62 |
| Rho: |
0.56 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
+69.33% |
| 3 Months |
|
|
+164.58% |
| YTD |
|
|
+807.14% |
| 1 Year |
|
|
+231.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.51 |
| 1M High / 1M Low: |
3.88 |
2.16 |
| 6M High / 6M Low: |
3.88 |
0.18 |
| High (YTD): |
2024-05-23 |
3.88 |
| Low (YTD): |
2024-01-17 |
0.18 |
| 52W High: |
2024-05-23 |
3.88 |
| 52W Low: |
2023-10-27 |
0.15 |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.26% |
| Volatility 6M: |
|
200.08% |
| Volatility 1Y: |
|
177.58% |
| Volatility 3Y: |
|
- |
