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Soc. Generale Call 10 1U1 20.12.2.../  DE000SV6DG48  /

Frankfurt Zert./SG
2024-06-28  9:38:31 PM Chg.-0.020 Bid9:52:07 PM Ask9:52:07 PM Underlying Strike price Expiration date Option type
6.240EUR -0.32% 6.250
Bid Size: 500		 6.730
Ask Size: 500		 1+1 AG INH O.N. 10.00 - 2024-12-20 Call
 

Master data

WKN: SV6DG4
Issuer: Société Générale
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 6.13
Intrinsic value: 5.94
Implied volatility: 0.71
Historic volatility: 0.32
Parity: 5.94
Time value: 0.68
Break-even: 16.62
Moneyness: 1.59
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.23
Spread %: 3.60%
Delta: 0.89
Theta: 0.00
Omega: 2.15
Rho: 0.04
 

Quote data

Open: 6.320
High: 6.380
Low: 6.230
Previous Close: 6.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.32%
1 Month
  -18.64%
3 Months
  -5.31%
YTD
  -29.49%
1 Year  
+168.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.310 6.150
1M High / 1M Low: 8.010 6.150
6M High / 6M Low: 9.840 6.150
High (YTD): 2024-01-24 9.840
Low (YTD): 2024-06-24 6.150
52W High: 2024-01-24 9.840
52W Low: 2023-07-07 1.930
Avg. price 1W:   6.248
Avg. volume 1W:   0.000
Avg. price 1M:   6.936
Avg. volume 1M:   0.000
Avg. price 6M:   7.625
Avg. volume 6M:   0.000
Avg. price 1Y:   6.619
Avg. volume 1Y:   8.843
Volatility 1M:   41.29%
Volatility 6M:   50.00%
Volatility 1Y:   78.93%
Volatility 3Y:   -