Soc. Generale Call 130 EA 19.06.2026
/ DE000SU55VZ2
Soc. Generale Call 130 EA 19.06.2.../ DE000SU55VZ2 /
| 2024-11-08 9:46:52 PM |
Chg.-0.140 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.030EUR |
-3.36% |
4.030
Bid Size: 2,000 |
4.060
Ask Size: 2,000 |
Electronic Arts Inc |
130.00 USD |
2026-06-19 |
Call |
Master data
| WKN: |
SU55VZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2026-06-19 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2026-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
2.60 |
| Time value: |
1.43 |
| Break-even: |
161.59 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.75% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
1.23 |
Quote data
| Open: |
4.120 |
| High: |
4.130 |
| Low: |
4.030 |
| Previous Close: |
4.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.52% |
| 1 Month |
|
|
+37.07% |
| 3 Months |
|
|
+21.02% |
| YTD |
|
|
+39.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.170 |
3.550 |
| 1M High / 1M Low: |
4.170 |
2.800 |
| 6M High / 6M Low: |
4.170 |
2.140 |
| High (YTD): |
2024-11-07 |
4.170 |
| Low (YTD): |
2024-05-08 |
2.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.976 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.93% |
| Volatility 6M: |
|
62.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
