Soc. Generale Call 16 IFX 18.12.2024
/ DE000SR66715
Soc. Generale Call 16 IFX 18.12.2.../ DE000SR66715 /
2024-09-25 8:37:58 AM |
Chg.-0.87 |
Bid9:33:02 PM |
Ask9:33:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.35EUR |
-6.12% |
13.61 Bid Size: 2,000 |
- Ask Size: - |
INFINEON TECH.AG NA ... |
16.00 EUR |
2024-12-18 |
Call |
Master data
WKN: |
SR6671 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2020-03-11 |
Last trading day: |
2024-12-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.61 |
Intrinsic value: |
13.49 |
Implied volatility: |
0.71 |
Historic volatility: |
0.36 |
Parity: |
13.49 |
Time value: |
0.22 |
Break-even: |
29.71 |
Moneyness: |
1.84 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
2.10 |
Rho: |
0.03 |
Quote data
Open: |
13.35 |
High: |
13.35 |
Low: |
13.35 |
Previous Close: |
14.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.09% |
1 Month |
|
|
-17.39% |
3 Months |
|
|
-25.67% |
YTD |
|
|
-39.43% |
1 Year |
|
|
-16.51% |
3 Years |
|
|
-39.73% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.52 |
13.29 |
1M High / 1M Low: |
16.91 |
12.78 |
6M High / 6M Low: |
22.86 |
12.37 |
High (YTD): |
2024-06-13 |
22.86 |
Low (YTD): |
2024-08-05 |
12.37 |
52W High: |
2023-12-15 |
23.08 |
52W Low: |
2024-08-05 |
12.37 |
Avg. price 1W: |
|
14.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
17.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
17.76 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
73.81% |
Volatility 6M: |
|
81.88% |
Volatility 1Y: |
|
71.90% |
Volatility 3Y: |
|
66.76% |