Soc. Generale Call 15 RAW 20.12.2024
/ DE000SV6DS36
Soc. Generale Call 15 RAW 20.12.2.../ DE000SV6DS36 /
| 11/07/2024 08:21:04 |
Chg.+0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
+0.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.08 |
| Time value: |
1.10 |
| Break-even: |
18.18 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
2.25% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.04 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
+1.66% |
| 3 Months |
|
|
-28.60% |
| YTD |
|
|
-32.82% |
| 1 Year |
|
|
+16.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
3.06 |
| 1M High / 1M Low: |
3.37 |
2.35 |
| 6M High / 6M Low: |
5.70 |
2.35 |
| High (YTD): |
30/01/2024 |
5.70 |
| Low (YTD): |
17/06/2024 |
2.35 |
| 52W High: |
30/01/2024 |
5.70 |
| 52W Low: |
30/10/2023 |
1.22 |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.15 |
| Avg. volume 1Y: |
|
14.78 |
| Volatility 1M: |
|
123.84% |
| Volatility 6M: |
|
105.11% |
| Volatility 1Y: |
|
113.64% |
| Volatility 3Y: |
|
- |
