Soc. Generale Call 15 RAW 20.12.2024
/ DE000SV6DS36
Soc. Generale Call 15 RAW 20.12.2.../ DE000SV6DS36 /
11/09/2024 08:22:36 |
Chg.-0.11 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.63EUR |
-4.01% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SV6DS3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.20 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.50 |
Historic volatility: |
0.30 |
Parity: |
1.74 |
Time value: |
1.00 |
Break-even: |
17.74 |
Moneyness: |
1.12 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.10 |
Spread %: |
3.79% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
4.41 |
Rho: |
0.03 |
Quote data
Open: |
2.63 |
High: |
2.63 |
Low: |
2.63 |
Previous Close: |
2.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.03% |
1 Month |
|
|
+14.35% |
3 Months |
|
|
-10.85% |
YTD |
|
|
-42.45% |
1 Year |
|
|
+43.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.17 |
2.44 |
1M High / 1M Low: |
3.46 |
2.30 |
6M High / 6M Low: |
4.58 |
2.08 |
High (YTD): |
30/01/2024 |
5.70 |
Low (YTD): |
05/08/2024 |
2.08 |
52W High: |
30/01/2024 |
5.70 |
52W Low: |
30/10/2023 |
1.22 |
Avg. price 1W: |
|
2.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.28 |
Avg. volume 1Y: |
|
14.78 |
Volatility 1M: |
|
126.29% |
Volatility 6M: |
|
132.03% |
Volatility 1Y: |
|
128.48% |
Volatility 3Y: |
|
- |