Soc. Generale Call 15 RAW 20.12.2024
/ DE000SV6DS36
Soc. Generale Call 15 RAW 20.12.2.../ DE000SV6DS36 /
06/08/2024 10:01:32 |
Chg.+0.40 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+19.23% |
- 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: |
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: |
0.00 |
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): |
30/01/2024 |
5.70 |
Low (YTD): |
05/08/2024 |
2.08 |
52W High: |
30/01/2024 |
5.70 |
52W Low: |
30/10/2023 |
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: |
|
- |