Soc. Generale Call 120 ANA 20.12.2024
/ DE000SU75BL2
Soc. Generale Call 120 ANA 20.12..../ DE000SU75BL2 /
| 18/10/2024 09:35:54 |
Chg.-0.030 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
ACCIONA |
120.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU75BL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ACCIONA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
0.21 |
| Time value: |
0.21 |
| Break-even: |
128.40 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
9.69 |
| Rho: |
0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
-51.32% |
| 3 Months |
|
|
+2.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
0.760 |
0.270 |
| 6M High / 6M Low: |
0.760 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.51% |
| Volatility 6M: |
|
204.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
