Soc. Generale Call 11 IBE1 20.12.2024
/ DE000SU9L3R0
Soc. Generale Call 11 IBE1 20.12..../ DE000SU9L3R0 /
| 27/09/2024 08:09:31 |
Chg.-0.07 |
Bid13:51:21 |
Ask13:51:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-4.90% |
1.45
Bid Size: 25,000 |
1.47
Ask Size: 25,000 |
IBERDROLA INH. EO... |
11.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU9L3R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
1.33 |
| Time value: |
0.06 |
| Break-even: |
13.78 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
4.72 |
| Rho: |
0.02 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+40.21% |
| 3 Months |
|
|
+91.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.28 |
| 1M High / 1M Low: |
1.48 |
0.94 |
| 6M High / 6M Low: |
1.48 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.39% |
| Volatility 6M: |
|
107.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
