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

EUWAX
2024-09-18  8:19:37 AM Chg.+0.030 Bid3:33:48 PM Ask3:33:48 PM Underlying Strike price Expiration date Option type
0.200EUR +17.65% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 ENI S.P.A. 15.00 EUR 2024-12-19 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: 2024-12-19
Issue date: 2023-05-16
Last trading day: 2024-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 67.71
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.78
Time value: 0.21
Break-even: 15.21
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.30
Theta: 0.00
Omega: 20.44
Rho: 0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -45.95%
3 Months
  -20.00%
YTD
  -84.73%
1 Year
  -85.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.400 0.120
6M High / 6M Low: 1.330 0.120
High (YTD): 2024-01-04 1.450
Low (YTD): 2024-09-12 0.120
52W High: 2023-11-02 1.840
52W Low: 2024-09-12 0.120
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   0.844
Avg. volume 1Y:   0.000
Volatility 1M:   258.76%
Volatility 6M:   226.13%
Volatility 1Y:   179.12%
Volatility 3Y:   -