Soc. Generale Call 10 1U1 20.12.2024
/ DE000SV6DG48
Soc. Generale Call 10 1U1 20.12.2.../ DE000SV6DG48 /
2024-07-17 9:46:27 PM |
Chg.+0.040 |
Bid9:50:45 PM |
Ask9:50:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.960EUR |
+0.68% |
- Bid Size: - |
- Ask Size: - |
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: |
2.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.90 |
Intrinsic value: |
5.74 |
Implied volatility: |
0.70 |
Historic volatility: |
0.32 |
Parity: |
5.74 |
Time value: |
0.60 |
Break-even: |
16.34 |
Moneyness: |
1.57 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.37 |
Spread %: |
6.20% |
Delta: |
0.89 |
Theta: |
0.00 |
Omega: |
2.22 |
Rho: |
0.03 |
Quote data
Open: |
5.830 |
High: |
6.060 |
Low: |
5.830 |
Previous Close: |
5.920 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-5.99% |
1 Month |
|
|
-7.31% |
3 Months |
|
|
-6.14% |
YTD |
|
|
-32.66% |
1 Year |
|
|
+161.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.340 |
5.920 |
1M High / 1M Low: |
6.430 |
5.920 |
6M High / 6M Low: |
9.840 |
5.920 |
High (YTD): |
2024-01-24 |
9.840 |
Low (YTD): |
2024-07-16 |
5.920 |
52W High: |
2024-01-24 |
9.840 |
52W Low: |
2023-07-26 |
2.230 |
Avg. price 1W: |
|
6.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.206 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.335 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.802 |
Avg. volume 1Y: |
|
8.809 |
Volatility 1M: |
|
33.54% |
Volatility 6M: |
|
48.68% |
Volatility 1Y: |
|
76.45% |
Volatility 3Y: |
|
- |