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Soc. Generale Call 16 INN1 21.06..../  DE000SV6P2U3  /

Frankfurt Zert./SG
6/4/2024  9:37:54 PM Chg.-0.250 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.470EUR -34.72% 0.480
Bid Size: 6,300		 0.510
Ask Size: 6,300		 ING GROEP NV EO... 16.00 EUR 6/21/2024 Call
 

Master data

WKN: SV6P2U
Issuer: Société Générale
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 6/21/2024
Issue date: 5/24/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.67
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.47
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 0.47
Time value: 0.29
Break-even: 16.76
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.68
Theta: -0.01
Omega: 14.64
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.680
Low: 0.460
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.67%
1 Month
  -16.07%
3 Months  
+1368.75%
YTD  
+147.37%
1 Year  
+42.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.540
1M High / 1M Low: 0.850 0.540
6M High / 6M Low: 0.850 0.032
High (YTD): 5/21/2024 0.850
Low (YTD): 3/4/2024 0.032
52W High: 5/21/2024 0.850
52W Low: 3/4/2024 0.032
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   218.68%
Volatility 6M:   277.14%
Volatility 1Y:   213.94%
Volatility 3Y:   -