Soc. Generale Call 110 EL 20.12.2024
/ DE000SU2TH11
Soc. Generale Call 110 EL 20.12.2.../ DE000SU2TH11 /
| 2024-07-05 9:47:36 AM |
Chg.-0.02 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-1.96% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TH1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
-0.34 |
| Time value: |
1.07 |
| Break-even: |
112.18 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
4.91 |
| Rho: |
0.19 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.54% |
| 1 Month |
|
|
-51.92% |
| 3 Months |
|
|
-74.55% |
| YTD |
|
|
-77.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.98 |
| 1M High / 1M Low: |
1.88 |
0.98 |
| 6M High / 6M Low: |
5.05 |
0.98 |
| High (YTD): |
2024-03-14 |
5.05 |
| Low (YTD): |
2024-07-02 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.67% |
| Volatility 6M: |
|
111.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
