Soc. Generale Call 130 EA 16.01.2026
/ DE000SU53VH5
Soc. Generale Call 130 EA 16.01.2.../ DE000SU53VH5 /
| 2024-07-26 5:35:18 PM |
Chg.+0.070 |
Bid5:54:10 PM |
Ask5:54:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+2.58% |
2.820
Bid Size: 50,000 |
2.840
Ask Size: 50,000 |
Electronic Arts Inc |
130.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SU53VH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
1.09 |
| Time value: |
1.61 |
| Break-even: |
146.80 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.98 |
Quote data
| Open: |
2.680 |
| High: |
2.780 |
| Low: |
2.660 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+3.35% |
| 3 Months |
|
|
+33.01% |
| YTD |
|
|
+6.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.590 |
| 1M High / 1M Low: |
3.060 |
2.400 |
| 6M High / 6M Low: |
3.180 |
1.810 |
| High (YTD): |
2024-02-15 |
3.180 |
| Low (YTD): |
2024-05-08 |
1.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.81% |
| Volatility 6M: |
|
70.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
