Soc. Generale Call 105 ANA 20.09.2024
/ DE000SU9WUV2
Soc. Generale Call 105 ANA 20.09..../ DE000SU9WUV2 /
7/12/2024 10:14:15 AM |
Chg.+0.070 |
Bid12:21:28 PM |
Ask12:21:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+13.21% |
0.570 Bid Size: 10,000 |
- Ask Size: - |
ACCIONA ACCIONA, S.A... |
105.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SU9WUV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ACCIONA ACCIONA, S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/26/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
20:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
10.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.21 |
Historic volatility: |
0.30 |
Parity: |
0.45 |
Time value: |
0.08 |
Break-even: |
115.60 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
-0.05 |
Spread %: |
-8.62% |
Delta: |
0.85 |
Theta: |
-0.03 |
Omega: |
9.09 |
Rho: |
0.16 |
Quote data
Open: |
0.590 |
High: |
0.600 |
Low: |
0.590 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
+20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.450 |
1M High / 1M Low: |
0.630 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.486 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |