Soc. Generale Call 15 1U1 20.12.2024
/ DE000SV6DG55
Soc. Generale Call 15 1U1 20.12.2.../ DE000SV6DG55 /
09/09/2024 08:53:17 |
Chg.-0.020 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.450EUR |
-1.36% |
1.450 Bid Size: 2,100 |
1.720 Ask Size: 2,100 |
1+1 AG INH O.N. |
15.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.30 |
Parity: |
-1.10 |
Time value: |
1.63 |
Break-even: |
16.63 |
Moneyness: |
0.93 |
Premium: |
0.20 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.12 |
Spread %: |
7.95% |
Delta: |
0.50 |
Theta: |
-0.01 |
Omega: |
4.26 |
Rho: |
0.01 |
Quote data
Open: |
1.450 |
High: |
1.450 |
Low: |
1.450 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.89% |
1 Month |
|
|
+110.14% |
3 Months |
|
|
-61.74% |
YTD |
|
|
-72.22% |
1 Year |
|
|
-37.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.470 |
1M High / 1M Low: |
1.810 |
0.690 |
6M High / 6M Low: |
4.150 |
0.680 |
High (YTD): |
24/01/2024 |
5.980 |
Low (YTD): |
08/08/2024 |
0.680 |
52W High: |
24/01/2024 |
5.980 |
52W Low: |
08/08/2024 |
0.680 |
Avg. price 1W: |
|
1.612 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.380 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.794 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.484 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
160.11% |
Volatility 6M: |
|
125.20% |
Volatility 1Y: |
|
110.72% |
Volatility 3Y: |
|
- |