Soc. Generale Call 115 PM 20.12.2024
/ DE000SU2TNU0
Soc. Generale Call 115 PM 20.12.2.../ DE000SU2TNU0 /
16/08/2024 11:42:55 |
Chg.+0.020 |
Bid21:58:16 |
Ask21:58:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+3.08% |
0.730 Bid Size: 4,200 |
0.740 Ask Size: 4,200 |
Philip Morris Intern... |
115.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SU2TNU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
27/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
0.26 |
Time value: |
0.48 |
Break-even: |
112.21 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
9.32 |
Rho: |
0.21 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.90% |
1 Month |
|
|
+168.00% |
3 Months |
|
|
+318.75% |
YTD |
|
|
+294.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.650 |
1M High / 1M Low: |
0.810 |
0.250 |
6M High / 6M Low: |
0.810 |
0.055 |
High (YTD): |
02/08/2024 |
0.810 |
Low (YTD): |
01/03/2024 |
0.055 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.560 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.203 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.61% |
Volatility 6M: |
|
195.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |