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Soc. Generale Call 3 BSD2 20.12.2.../  DE000SV6EGZ5  /

Frankfurt Zert./SG
2024-05-28  9:51:11 PM Chg.-0.020 Bid9:56:24 PM Ask9:56:24 PM Underlying Strike price Expiration date Option type
1.820EUR -1.09% 1.820
Bid Size: 1,700		 1.860
Ask Size: 1,700		 BCO SANTANDER N.EO0,... 3.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6EGZ
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.76
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 1.76
Time value: 0.10
Break-even: 4.86
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.95
Theta: 0.00
Omega: 2.43
Rho: 0.02
 

Quote data

Open: 1.820
High: 1.860
Low: 1.810
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -1.62%
3 Months  
+97.83%
YTD  
+89.58%
1 Year  
+198.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.800
1M High / 1M Low: 1.940 1.620
6M High / 6M Low: 1.940 0.740
High (YTD): 2024-05-17 1.940
Low (YTD): 2024-01-29 0.740
52W High: 2024-05-17 1.940
52W Low: 2023-06-23 0.500
Avg. price 1W:   1.850
Avg. volume 1W:   0.000
Avg. price 1M:   1.812
Avg. volume 1M:   0.000
Avg. price 6M:   1.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.984
Avg. volume 1Y:   62.745
Volatility 1M:   57.32%
Volatility 6M:   65.04%
Volatility 1Y:   75.03%
Volatility 3Y:   -