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

EUWAX
8/6/2024  10:01:32 AM Chg.+0.40 Bid8:24:00 PM Ask8:24:00 PM Underlying Strike price Expiration date Option type
2.48EUR +19.23% 2.41
Bid Size: 1,300		 2.54
Ask Size: 1,300		 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: 6.65
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.03
Implied volatility: 0.46
Historic volatility: 0.29
Parity: 1.03
Time value: 1.38
Break-even: 17.41
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 3.43%
Delta: 0.66
Theta: -0.01
Omega: 4.42
Rho: 0.03
 

Quote data

Open: 2.34
High: 2.48
Low: 2.34
Previous Close: 2.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.13%
1 Month
  -26.41%
3 Months
  -24.85%
YTD
  -45.73%
1 Year  
+8.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.52 2.08
1M High / 1M Low: 4.52 2.08
6M High / 6M Low: 5.62 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:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   3.79
Avg. volume 6M:   0.00
Avg. price 1Y:   3.19
Avg. volume 1Y:   14.84
Volatility 1M:   206.62%
Volatility 6M:   127.03%
Volatility 1Y:   123.62%
Volatility 3Y:   -