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

Frankfurt Zert./SG
16/08/2024  11:39:34 Chg.+0.080 Bid21:58:33 Ask21:58:33 Underlying Strike price Expiration date Option type
3.840EUR +2.13% 3.720
Bid Size: 900		 4.060
Ask Size: 900		 1+1 AG INH O.N. 10.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.04
Implied volatility: 0.76
Historic volatility: 0.30
Parity: 3.04
Time value: 0.93
Break-even: 13.97
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.22
Spread abs.: 0.16
Spread %: 4.20%
Delta: 0.80
Theta: -0.01
Omega: 2.63
Rho: 0.02
 

Quote data

Open: 3.840
High: 3.840
Low: 3.840
Previous Close: 3.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.66%
1 Month
  -35.57%
3 Months
  -50.64%
YTD
  -56.61%
1 Year  
+4.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.840 3.320
1M High / 1M Low: 5.990 3.290
6M High / 6M Low: 8.120 3.290
High (YTD): 24/01/2024 9.840
Low (YTD): 08/08/2024 3.290
52W High: 24/01/2024 9.840
52W Low: 08/08/2024 3.290
Avg. price 1W:   3.602
Avg. volume 1W:   0.000
Avg. price 1M:   4.681
Avg. volume 1M:   0.000
Avg. price 6M:   6.589
Avg. volume 6M:   0.000
Avg. price 1Y:   6.945
Avg. volume 1Y:   8.809
Volatility 1M:   125.12%
Volatility 6M:   69.02%
Volatility 1Y:   65.78%
Volatility 3Y:   -