Soc. Generale Call 103.79 GCP 20.12.2024
/ DE000SU2S953
Soc. Generale Call 103.79 GCP 20..../ DE000SU2S953 /
| 10/28/2024 9:37:47 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GE AEROSPACE DL... |
103.79 - |
12/20/2024 |
Call |
Master data
| WKN: |
SU2S95 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GE AEROSPACE DL -,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
103.79 - |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
7.98:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.15 |
| Intrinsic value: |
8.10 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.27 |
| Parity: |
8.10 |
| Time value: |
0.29 |
| Break-even: |
170.75 |
| Moneyness: |
1.62 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.10 |
| Omega: |
2.36 |
| Rho: |
0.11 |
Quote data
| Open: |
8.85 |
| High: |
8.85 |
| Low: |
8.85 |
| Previous Close: |
8.86 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.55% |
| 3 Months |
|
|
+24.82% |
| YTD |
|
|
+493.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.61 |
8.65 |
| 6M High / 6M Low: |
10.61 |
6.29 |
| High (YTD): |
10/22/2024 |
10.61 |
| Low (YTD): |
1/3/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.71% |
| Volatility 6M: |
|
76.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
