Soc. Generale Call 110 SREN 20.12.2024
/ DE000SU1VK88
Soc. Generale Call 110 SREN 20.12.../ DE000SU1VK88 /
| 30/07/2024 08:32:28 |
Chg.-0.050 |
Bid19:54:59 |
Ask19:54:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-9.09% |
0.540
Bid Size: 9,000 |
0.630
Ask Size: 9,000 |
SWISS RE N |
110.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU1VK8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.31 |
| Time value: |
0.56 |
| Break-even: |
120.31 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
9.77 |
| Rho: |
0.19 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
+56.25% |
| YTD |
|
|
+212.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
0.770 |
0.390 |
| 6M High / 6M Low: |
0.990 |
0.190 |
| High (YTD): |
31/05/2024 |
0.990 |
| Low (YTD): |
03/01/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.23% |
| Volatility 6M: |
|
212.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
