Soc. Generale Call 11 IBE1 20.09.2024
/ DE000SU17J55
Soc. Generale Call 11 IBE1 20.09..../ DE000SU17J55 /
| 7/16/2024 8:17:52 AM |
Chg.-0.110 |
Bid4:56:36 PM |
Ask4:56:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-19.30% |
0.490
Bid Size: 35,000 |
0.500
Ask Size: 35,000 |
IBERDROLA INH. EO... |
11.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU17J5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.08 |
| Break-even: |
11.98 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
10.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
+48.39% |
| YTD |
|
|
-19.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.470 |
| 1M High / 1M Low: |
0.640 |
0.470 |
| 6M High / 6M Low: |
0.690 |
0.170 |
| High (YTD): |
6/5/2024 |
0.690 |
| Low (YTD): |
2/29/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.84% |
| Volatility 6M: |
|
163.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
