Soc. Generale Call 15 CLN 21.06.2024
/ DE000SV48YL9
Soc. Generale Call 15 CLN 21.06.2.../ DE000SV48YL9 /
2024-05-31 9:22:18 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
CLARIANT N |
15.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
SV48YL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
85.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-0.85 |
Time value: |
0.17 |
Break-even: |
15.49 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
2.48 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
21.79 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.00% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
+261.11% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-85.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.130 |
1M High / 1M Low: |
0.260 |
0.110 |
6M High / 6M Low: |
0.460 |
0.029 |
High (YTD): |
2024-05-27 |
0.260 |
Low (YTD): |
2024-03-19 |
0.029 |
52W High: |
2023-09-01 |
1.780 |
52W Low: |
2024-03-19 |
0.029 |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.142 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.543 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
370.71% |
Volatility 6M: |
|
313.97% |
Volatility 1Y: |
|
241.88% |
Volatility 3Y: |
|
- |