Soc. Generale Call 15 RYA 20.12.2024
/ DE000SW2GG47
Soc. Generale Call 15 RYA 20.12.2.../ DE000SW2GG47 /
| 2024-06-07 10:17:31 AM |
Chg.-0.03 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
-0.77% |
-
Bid Size: - |
-
Ask Size: - |
RYANAIR HLDGS PLC EO... |
15.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW2GG4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RYANAIR HLDGS PLC EO-,006 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
2.75 |
| Time value: |
0.94 |
| Break-even: |
18.69 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.82 |
| Rho: |
0.06 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.93% |
| 1 Month |
|
|
-23.62% |
| 3 Months |
|
|
-41.12% |
| YTD |
|
|
-31.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.09 |
3.80 |
| 1M High / 1M Low: |
5.08 |
3.29 |
| 6M High / 6M Low: |
7.33 |
3.29 |
| High (YTD): |
2024-04-09 |
7.33 |
| Low (YTD): |
2024-05-31 |
3.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.20% |
| Volatility 6M: |
|
69.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
