OverviewChartNewsTraderScreen

Soc. Generale Call 15 ENI 19.12.2.../  DE000SV6DNP4  /

Frankfurt Zert./SG
7/31/2024  1:21:44 PM Chg.+0.080 Bid1:45:30 PM Ask1:45:30 PM Underlying Strike price Expiration date Option type
0.570EUR +16.33% 0.560
Bid Size: 35,000		 0.580
Ask Size: 35,000		 ENI S.P.A. 15.00 EUR 12/19/2024 Call
 

Master data

WKN: SV6DNP
Issuer: Société Générale
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/19/2024
Issue date: 5/16/2023
Last trading day: 12/18/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.28
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.36
Time value: 0.50
Break-even: 15.50
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.48
Theta: 0.00
Omega: 13.97
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.570
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+111.11%
1 Month  
+23.91%
3 Months
  -41.24%
YTD
  -58.70%
1 Year
  -31.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.270
1M High / 1M Low: 0.550 0.250
6M High / 6M Low: 1.340 0.240
High (YTD): 1/4/2024 1.450
Low (YTD): 6/14/2024 0.240
52W High: 11/2/2023 1.820
52W Low: 6/14/2024 0.240
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   4,545.455
Avg. price 6M:   0.647
Avg. volume 6M:   787.402
Avg. price 1Y:   0.935
Avg. volume 1Y:   390.625
Volatility 1M:   242.53%
Volatility 6M:   173.22%
Volatility 1Y:   141.70%
Volatility 3Y:   -