Soc. Generale Call 15 RAW 20.12.2024
/ DE000SV6DS36
Soc. Generale Call 15 RAW 20.12.2.../ DE000SV6DS36 /
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: |
|
- |