Soc. Generale Call 10 IBE1 20.09.2024
/ DE000SU0EM47
Soc. Generale Call 10 IBE1 20.09..../ DE000SU0EM47 /
| 8/5/2024 9:44:33 PM |
Chg.-0.380 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-15.90% |
2.010
Bid Size: 1,500 |
2.080
Ask Size: 1,500 |
IBERDROLA INH. EO... |
10.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU0EM4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
2.35 |
| Time value: |
0.12 |
| Break-even: |
12.47 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
4.61 |
| Rho: |
0.01 |
Quote data
| Open: |
2.060 |
| High: |
2.270 |
| Low: |
2.010 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.45% |
| 1 Month |
|
|
+3.08% |
| 3 Months |
|
|
+19.64% |
| YTD |
|
|
-2.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
2.150 |
| 1M High / 1M Low: |
2.390 |
1.790 |
| 6M High / 6M Low: |
2.400 |
0.890 |
| High (YTD): |
6/25/2024 |
2.400 |
| Low (YTD): |
2/28/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.49% |
| Volatility 6M: |
|
95.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
