Soc. Generale Call 46 0B2 21.06.2024
/ DE000SV6DYR7
Soc. Generale Call 46 0B2 21.06.2.../ DE000SV6DYR7 /
2024-06-10 8:22:01 AM |
Chg.-0.10 |
Bid11:14:57 AM |
Ask11:14:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
-7.09% |
1.28 Bid Size: 5,000 |
1.33 Ask Size: 5,000 |
BAWAG GROUP AG |
46.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV6DYR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
1.40 |
Implied volatility: |
0.90 |
Historic volatility: |
0.24 |
Parity: |
1.40 |
Time value: |
0.02 |
Break-even: |
60.20 |
Moneyness: |
1.30 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
3.65% |
Delta: |
0.96 |
Theta: |
-0.04 |
Omega: |
4.07 |
Rho: |
0.01 |
Quote data
Open: |
1.31 |
High: |
1.31 |
Low: |
1.31 |
Previous Close: |
1.41 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.76% |
1 Month |
|
|
+0.77% |
3 Months |
|
|
+63.75% |
YTD |
|
|
+235.90% |
1 Year |
|
|
+122.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.41 |
1.27 |
1M High / 1M Low: |
1.55 |
1.19 |
6M High / 6M Low: |
1.55 |
0.24 |
High (YTD): |
2024-05-27 |
1.55 |
Low (YTD): |
2024-01-17 |
0.24 |
52W High: |
2024-05-27 |
1.55 |
52W Low: |
2023-10-27 |
0.15 |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.59 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.81% |
Volatility 6M: |
|
160.02% |
Volatility 1Y: |
|
153.72% |
Volatility 3Y: |
|
- |