Soc. Generale Call 54 0B2 21.06.2024
/ DE000SV6DYS5
Soc. Generale Call 54 0B2 21.06.2.../ DE000SV6DYS5 /
2024-06-13 8:51:54 AM |
Chg.+0.030 |
Bid9:17:19 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+6.00% |
0.570 Bid Size: 5,300 |
- Ask Size: - |
BAWAG GROUP AG |
54.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV6DYS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.73 |
Historic volatility: |
0.24 |
Parity: |
0.55 |
Time value: |
0.07 |
Break-even: |
60.10 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.07 |
Spread %: |
12.96% |
Delta: |
0.83 |
Theta: |
-0.11 |
Omega: |
8.09 |
Rho: |
0.01 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.11% |
1 Month |
|
|
+8.16% |
3 Months |
|
|
+130.43% |
YTD |
|
|
+488.89% |
1 Year |
|
|
+76.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.420 |
1M High / 1M Low: |
0.750 |
0.420 |
6M High / 6M Low: |
0.750 |
0.032 |
High (YTD): |
2024-05-28 |
0.750 |
Low (YTD): |
2024-01-17 |
0.032 |
52W High: |
2024-05-28 |
0.750 |
52W Low: |
2023-10-27 |
0.029 |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.582 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.285 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.207 |
Avg. volume 1Y: |
|
384.609 |
Volatility 1M: |
|
240.23% |
Volatility 6M: |
|
317.35% |
Volatility 1Y: |
|
265.35% |
Volatility 3Y: |
|
- |