Soc. Generale Call 15 ENI 19.12.2024
/ DE000SV6DNP4
Soc. Generale Call 15 ENI 19.12.2.../ DE000SV6DNP4 /
13/09/2024 21:40:00 |
Chg.+0.020 |
Bid13/09/2024 |
Ask13/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+16.67% |
0.140 Bid Size: 10,000 |
0.160 Ask Size: 10,000 |
ENI S.P.A. |
15.00 EUR |
19/12/2024 |
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: |
19/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
18/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
98.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.18 |
Parity: |
-1.15 |
Time value: |
0.14 |
Break-even: |
15.14 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
21.39 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
-61.11% |
3 Months |
|
|
-41.67% |
YTD |
|
|
-89.86% |
1 Year |
|
|
-90.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.410 |
0.120 |
6M High / 6M Low: |
1.340 |
0.120 |
High (YTD): |
04/01/2024 |
1.450 |
Low (YTD): |
12/09/2024 |
0.120 |
52W High: |
02/11/2023 |
1.820 |
52W Low: |
12/09/2024 |
0.120 |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
20,000 |
Avg. price 1M: |
|
0.278 |
Avg. volume 1M: |
|
4,347.826 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
1,550.388 |
Avg. price 1Y: |
|
0.852 |
Avg. volume 1Y: |
|
781.250 |
Volatility 1M: |
|
256.19% |
Volatility 6M: |
|
197.70% |
Volatility 1Y: |
|
161.01% |
Volatility 3Y: |
|
- |