OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
10/09/2024  10:59:34 Chg.+0.060 Bid12:42:48 Ask12:42:48 Underlying Strike price Expiration date Option type
2.850EUR +2.15% 2.840
Bid Size: 1,100		 2.950
Ask Size: 1,100		 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: 5.75
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 1.97
Implied volatility: 0.51
Historic volatility: 0.30
Parity: 1.97
Time value: 0.98
Break-even: 17.95
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.11
Spread %: 3.87%
Delta: 0.74
Theta: -0.01
Omega: 4.24
Rho: 0.03
 

Quote data

Open: 2.740
High: 2.890
Low: 2.740
Previous Close: 2.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+18.75%
3 Months
  -4.68%
YTD
  -38.04%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.410 2.590
1M High / 1M Low: 3.540 2.530
6M High / 6M Low: 4.620 2.220
High (YTD): 30/01/2024 5.700
Low (YTD): 07/08/2024 2.220
52W High: 30/01/2024 5.700
52W Low: 30/10/2023 1.220
Avg. price 1W:   3.012
Avg. volume 1W:   0.000
Avg. price 1M:   2.980
Avg. volume 1M:   0.000
Avg. price 6M:   3.377
Avg. volume 6M:   14.063
Avg. price 1Y:   3.280
Avg. volume 1Y:   21.247
Volatility 1M:   123.63%
Volatility 6M:   108.10%
Volatility 1Y:   116.10%
Volatility 3Y:   -