Soc. Generale Call 46 0B2 21.06.2024
/ DE000SV6DYR7
Soc. Generale Call 46 0B2 21.06.2.../ DE000SV6DYR7 /
| 2024-05-23 8:19:39 AM |
Chg.- |
Bid8:09:33 AM |
Ask8:09:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
1.44
Bid Size: 2,100 |
1.55
Ask Size: 2,100 |
BAWAG GROUP AG |
46.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV6DYR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
1.47 |
| Time value: |
0.02 |
| Break-even: |
60.80 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.78% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
4.08 |
| Rho: |
0.04 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.17% |
| 1 Month |
|
|
+23.28% |
| 3 Months |
|
|
+186.00% |
| YTD |
|
|
+266.67% |
| 1 Year |
|
|
+155.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.19 |
| 1M High / 1M Low: |
1.45 |
0.96 |
| 6M High / 6M Low: |
1.45 |
0.24 |
| High (YTD): |
2024-05-22 |
1.45 |
| Low (YTD): |
2024-01-17 |
0.24 |
| 52W High: |
2024-05-22 |
1.45 |
| 52W Low: |
2023-10-27 |
0.15 |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
130.97% |
| Volatility 6M: |
|
160.80% |
| Volatility 1Y: |
|
153.15% |
| Volatility 3Y: |
|
- |
