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

EUWAX
10/11/2024  8:21:37 AM Chg.- Bid8:20:09 AM Ask8:20:09 AM Underlying Strike price Expiration date Option type
3.37EUR - 3.69
Bid Size: 900		 3.98
Ask Size: 900		 RAIFFEISEN BK INTL I... 15.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.49
Implied volatility: 0.48
Historic volatility: 0.30
Parity: 3.49
Time value: 0.35
Break-even: 18.84
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 2.67%
Delta: 0.87
Theta: -0.01
Omega: 4.21
Rho: 0.02
 

Quote data

Open: 3.37
High: 3.37
Low: 3.37
Previous Close: 3.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month  
+32.68%
3 Months  
+11.22%
YTD
  -26.26%
1 Year  
+135.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.37 2.90
1M High / 1M Low: 3.59 2.64
6M High / 6M Low: 4.52 2.08
High (YTD): 1/30/2024 5.70
Low (YTD): 8/5/2024 2.08
52W High: 1/30/2024 5.70
52W Low: 10/30/2023 1.22
Avg. price 1W:   3.11
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   3.44
Avg. volume 1Y:   0.00
Volatility 1M:   104.03%
Volatility 6M:   129.30%
Volatility 1Y:   125.37%
Volatility 3Y:   -