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Soc. Generale Call 15 1U1 20.12.2.../  DE000SV6DG55  /

Frankfurt Zert./SG
2024-07-31  5:41:43 PM Chg.-0.180 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
1.740EUR -9.38% 1.740
Bid Size: 1,800		 1.930
Ask Size: 1,800		 1+1 AG INH O.N. 15.00 - 2024-12-20 Call
 

Master data

WKN: SV6DG5
Issuer: Société Générale
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.14
Implied volatility: 0.52
Historic volatility: 0.32
Parity: 0.14
Time value: 1.95
Break-even: 17.09
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.37
Spread abs.: 0.16
Spread %: 8.29%
Delta: 0.59
Theta: -0.01
Omega: 4.29
Rho: 0.03
 

Quote data

Open: 1.910
High: 1.960
Low: 1.740
Previous Close: 1.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.75%
1 Month
  -34.59%
3 Months
  -50.85%
YTD
  -66.67%
1 Year  
+107.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.920
1M High / 1M Low: 2.700 1.920
6M High / 6M Low: 5.140 1.920
High (YTD): 2024-01-24 5.980
Low (YTD): 2024-07-30 1.920
52W High: 2024-01-24 5.980
52W Low: 2023-08-01 0.800
Avg. price 1W:   2.022
Avg. volume 1W:   0.000
Avg. price 1M:   2.385
Avg. volume 1M:   0.000
Avg. price 6M:   3.482
Avg. volume 6M:   0.000
Avg. price 1Y:   3.506
Avg. volume 1Y:   0.000
Volatility 1M:   66.34%
Volatility 6M:   76.67%
Volatility 1Y:   114.03%
Volatility 3Y:   -