Soc. Generale Call 15 IBE1 20.12.2024
/ DE000SV6DQE1
Soc. Generale Call 15 IBE1 20.12..../ DE000SV6DQE1 /
19/06/2024 08:18:44 |
Chg.+0.003 |
Bid11:21:29 |
Ask11:21:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
+4.23% |
0.070 Bid Size: 40,000 |
0.080 Ask Size: 40,000 |
IBERDROLA INH. EO... |
15.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SV6DQE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
135.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-2.92 |
Time value: |
0.09 |
Break-even: |
15.09 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
12.66% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
14.67 |
Rho: |
0.01 |
Quote data
Open: |
0.074 |
High: |
0.074 |
Low: |
0.074 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.45% |
1 Month |
|
|
-12.94% |
3 Months |
|
|
+34.55% |
YTD |
|
|
-17.78% |
1 Year |
|
|
-66.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.063 |
1M High / 1M Low: |
0.090 |
0.052 |
6M High / 6M Low: |
0.110 |
0.037 |
High (YTD): |
04/01/2024 |
0.100 |
Low (YTD): |
28/02/2024 |
0.037 |
52W High: |
03/07/2023 |
0.250 |
52W Low: |
28/02/2024 |
0.037 |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.061 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.088 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
269.48% |
Volatility 6M: |
|
186.81% |
Volatility 1Y: |
|
161.50% |
Volatility 3Y: |
|
- |