Soc. Generale Call 15 1U1 20.12.2024
/ DE000SV6DG55
Soc. Generale Call 15 1U1 20.12.2.../ DE000SV6DG55 /
7/9/2024 5:57:20 PM |
Chg.-0.230 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.420EUR |
-8.68% |
2.420 Bid Size: 1,300 |
2.630 Ask Size: 1,300 |
1+1 AG INH O.N. |
15.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.54 |
Historic volatility: |
0.32 |
Parity: |
0.96 |
Time value: |
1.88 |
Break-even: |
17.84 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.16 |
Spread %: |
5.97% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
3.68 |
Rho: |
0.03 |
Quote data
Open: |
2.620 |
High: |
2.640 |
Low: |
2.420 |
Previous Close: |
2.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.28% |
1 Month |
|
|
-36.15% |
3 Months |
|
|
-26.22% |
YTD |
|
|
-53.64% |
1 Year |
|
|
+261.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.680 |
2.600 |
1M High / 1M Low: |
3.740 |
2.580 |
6M High / 6M Low: |
5.980 |
2.580 |
High (YTD): |
1/24/2024 |
5.980 |
Low (YTD): |
6/24/2024 |
2.580 |
52W High: |
1/24/2024 |
5.980 |
52W Low: |
7/11/2023 |
0.670 |
Avg. price 1W: |
|
2.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.809 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.904 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.421 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
57.29% |
Volatility 6M: |
|
74.67% |
Volatility 1Y: |
|
114.30% |
Volatility 3Y: |
|
- |