Soc. Generale Call 15 INN1 20.12.2024
/ DE000SV6DQN2
Soc. Generale Call 15 INN1 20.12..../ DE000SV6DQN2 /
| 2024-06-04 9:41:50 PM |
Chg.-0.270 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-12.62% |
1.880
Bid Size: 2,000 |
1.910
Ask Size: 2,000 |
ING GROEP NV EO... |
15.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SV6DQN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
1.47 |
| Time value: |
0.72 |
| Break-even: |
17.19 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.79 |
| Rho: |
0.06 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
1.860 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.10% |
| 1 Month |
|
|
+1.63% |
| 3 Months |
|
|
+503.23% |
| YTD |
|
|
+192.19% |
| 1 Year |
|
|
+175.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.870 |
| 1M High / 1M Low: |
2.270 |
1.870 |
| 6M High / 6M Low: |
2.270 |
0.180 |
| High (YTD): |
2024-05-21 |
2.270 |
| Low (YTD): |
2024-02-08 |
0.180 |
| 52W High: |
2024-05-21 |
2.270 |
| 52W Low: |
2024-02-08 |
0.180 |
| Avg. price 1W: |
|
2.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.808 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
87.99% |
| Volatility 6M: |
|
149.21% |
| Volatility 1Y: |
|
124.91% |
| Volatility 3Y: |
|
- |
