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Soc. Generale Call 15 RAW 20.12.2.../  DE000SV6DS36  /

EUWAX
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:   -