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Soc. Generale Call 15 IBE1 20.12..../  DE000SV6DQE1  /

EUWAX
9/27/2024  8:15:53 AM Chg.-0.020 Bid9:35:26 AM Ask9:35:26 AM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.130
Bid Size: 40,000		 0.140
Ask Size: 40,000		 IBERDROLA INH. EO... 15.00 EUR 12/20/2024 Call
 

Master data

WKN: SV6DQE
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 105.12
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -1.34
Time value: 0.13
Break-even: 15.13
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.19
Theta: 0.00
Omega: 20.24
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+155.32%
3 Months  
+122.22%
YTD  
+33.33%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.140 0.047
6M High / 6M Low: 0.140 0.034
High (YTD): 9/26/2024 0.140
Low (YTD): 8/13/2024 0.034
52W High: 9/26/2024 0.140
52W Low: 8/13/2024 0.034
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.067
Avg. volume 1Y:   0.000
Volatility 1M:   253.18%
Volatility 6M:   218.65%
Volatility 1Y:   185.85%
Volatility 3Y:   -