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

Frankfurt Zert./SG
10/11/2024  9:42:22 PM Chg.+0.250 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
3.690EUR +7.27% 3.700
Bid Size: 900		 3.930
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: 0.47
Historic volatility: 0.30
Parity: 3.49
Time value: 0.35
Break-even: 18.84
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 2.67%
Delta: 0.88
Theta: -0.01
Omega: 4.21
Rho: 0.02
 

Quote data

Open: 3.360
High: 3.820
Low: 3.360
Previous Close: 3.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.41%
1 Month  
+41.92%
3 Months  
+14.95%
YTD
  -19.78%
1 Year  
+132.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.690 2.900
1M High / 1M Low: 3.690 2.600
6M High / 6M Low: 4.510 2.220
High (YTD): 1/30/2024 5.700
Low (YTD): 8/7/2024 2.220
52W High: 1/30/2024 5.700
52W Low: 10/30/2023 1.220
Avg. price 1W:   3.214
Avg. volume 1W:   0.000
Avg. price 1M:   3.148
Avg. volume 1M:   0.000
Avg. price 6M:   3.220
Avg. volume 6M:   13.846
Avg. price 1Y:   3.424
Avg. volume 1Y:   7.031
Volatility 1M:   95.20%
Volatility 6M:   104.77%
Volatility 1Y:   112.62%
Volatility 3Y:   -