Soc. Generale Call 15 RAW 20.12.2024
/ DE000SV6DS36
Soc. Generale Call 15 RAW 20.12.2.../ DE000SV6DS36 /
7/11/2024 8:21:04 AM |
Chg.+0.01 |
Bid2:09:13 PM |
Ask2:09:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.07EUR |
+0.33% |
3.16 Bid Size: 1,000 |
3.23 Ask Size: 1,000 |
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: |
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): |
1/30/2024 |
5.70 |
Low (YTD): |
6/17/2024 |
2.35 |
52W High: |
1/30/2024 |
5.70 |
52W Low: |
10/30/2023 |
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: |
|
- |