Soc. Generale Call 3 BSD2 20.12.2024
/ DE000SV6EGZ5
Soc. Generale Call 3 BSD2 20.12.2.../ DE000SV6EGZ5 /
| 2024-06-07 8:22:28 AM |
Chg.+0.07 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+4.02% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.73 |
| Time value: |
0.08 |
| Break-even: |
4.81 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.72% |
| 1 Month |
|
|
-1.09% |
| 3 Months |
|
|
+72.38% |
| YTD |
|
|
+88.54% |
| 1 Year |
|
|
+201.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.74 |
| 1M High / 1M Low: |
1.93 |
1.74 |
| 6M High / 6M Low: |
1.93 |
0.74 |
| High (YTD): |
2024-06-03 |
1.93 |
| Low (YTD): |
2024-01-29 |
0.74 |
| 52W High: |
2024-06-03 |
1.93 |
| 52W Low: |
2023-06-26 |
0.51 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
52.13% |
| Volatility 6M: |
|
67.98% |
| Volatility 1Y: |
|
74.90% |
| Volatility 3Y: |
|
- |
