Soc. Generale Call 11 1U1 21.06.2024
/ DE000SV25WF3
Soc. Generale Call 11 1U1 21.06.2.../ DE000SV25WF3 /
28/05/2024 21:45:53 |
Chg.0.000 |
Bid21:50:01 |
Ask21:50:01 |
Underlying |
Strike price |
Expiration date |
Option type |
6.220EUR |
0.00% |
6.230 Bid Size: 500 |
6.780 Ask Size: 500 |
1+1 AG INH O.N. |
11.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SV25WF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
21/06/2024 |
Issue date: |
06/04/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.43 |
Intrinsic value: |
6.40 |
Implied volatility: |
1.45 |
Historic volatility: |
0.33 |
Parity: |
6.40 |
Time value: |
0.29 |
Break-even: |
17.69 |
Moneyness: |
1.58 |
Premium: |
0.02 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.38 |
Spread %: |
6.02% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
2.40 |
Rho: |
0.01 |
Quote data
Open: |
6.110 |
High: |
6.510 |
Low: |
6.110 |
Previous Close: |
6.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.27% |
1 Month |
|
|
+7.43% |
3 Months |
|
|
+1.47% |
YTD |
|
|
-16.73% |
1 Year |
|
|
+317.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.330 |
5.640 |
1M High / 1M Low: |
6.460 |
4.950 |
6M High / 6M Low: |
8.420 |
4.610 |
High (YTD): |
24/01/2024 |
8.420 |
Low (YTD): |
16/04/2024 |
4.610 |
52W High: |
24/01/2024 |
8.420 |
52W Low: |
10/07/2023 |
0.960 |
Avg. price 1W: |
|
6.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.864 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.940 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.84% |
Volatility 6M: |
|
78.09% |
Volatility 1Y: |
|
124.34% |
Volatility 3Y: |
|
- |