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Soc. Generale Call 12 ENI 20.06.2.../  DE000SV60DJ2  /

Frankfurt Zert./SG
2024-06-03  9:45:24 PM Chg.-0.150 Bid9:47:09 PM Ask9:47:09 PM Underlying Strike price Expiration date Option type
2.320EUR -6.07% 2.320
Bid Size: 1,300		 2.450
Ask Size: 1,300		 ENI S.P.A. 12.00 - 2024-06-20 Call
 

Master data

WKN: SV60DJ
Issuer: Société Générale
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-20
Issue date: 2023-06-02
Last trading day: 2024-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.50
Implied volatility: 0.76
Historic volatility: 0.17
Parity: 2.50
Time value: 0.15
Break-even: 14.65
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 1.15%
Delta: 0.89
Theta: -0.01
Omega: 4.88
Rho: 0.00
 

Quote data

Open: 2.560
High: 2.680
Low: 2.320
Previous Close: 2.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.08%
1 Month
  -15.02%
3 Months  
+2.20%
YTD
  -35.73%
1 Year  
+22.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.350
1M High / 1M Low: 3.110 2.300
6M High / 6M Low: 3.670 2.120
High (YTD): 2024-04-12 3.670
Low (YTD): 2024-02-20 2.120
52W High: 2023-11-02 3.820
52W Low: 2023-06-23 1.460
Avg. price 1W:   2.468
Avg. volume 1W:   0.000
Avg. price 1M:   2.706
Avg. volume 1M:   0.000
Avg. price 6M:   2.867
Avg. volume 6M:   0.000
Avg. price 1Y:   2.749
Avg. volume 1Y:   0.000
Volatility 1M:   80.38%
Volatility 6M:   78.07%
Volatility 1Y:   78.08%
Volatility 3Y:   -