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Soc. Generale Call 15 RYA 20.12.2.../  DE000SW2GG47  /

EUWAX
11/7/2024  8:56:54 AM Chg.+0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.61EUR +1.40% -
Bid Size: -		 -
Ask Size: -		 RYANAIR HLDGS PLC EO... 15.00 EUR 12/20/2024 Call
 

Master data

WKN: SW2GG4
Issuer: Société Générale
Currency: EUR
Underlying: RYANAIR HLDGS PLC EO-,006
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/20/2024
Issue date: 8/18/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.81
Leverage: Yes

Calculated values

Fair value: 3.46
Intrinsic value: 3.37
Implied volatility: 0.68
Historic volatility: 0.36
Parity: 3.37
Time value: 0.45
Break-even: 18.82
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.07
Spread %: 1.87%
Delta: 0.84
Theta: -0.01
Omega: 4.05
Rho: 0.01
 

Quote data

Open: 3.61
High: 3.61
Low: 3.61
Previous Close: 3.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+57.64%
3 Months  
+310.23%
YTD
  -36.22%
1 Year
  -10.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.56 2.84
1M High / 1M Low: 3.56 1.90
6M High / 6M Low: 6.08 0.72
High (YTD): 4/9/2024 7.33
Low (YTD): 8/5/2024 0.72
52W High: 4/9/2024 7.33
52W Low: 8/5/2024 0.72
Avg. price 1W:   3.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.92
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   4.13
Avg. volume 1Y:   32.22
Volatility 1M:   146.53%
Volatility 6M:   222.16%
Volatility 1Y:   162.38%
Volatility 3Y:   -