Soc. Generale Call 135 EA 19.06.2026
/ DE000SU55NC8
Soc. Generale Call 135 EA 19.06.2.../ DE000SU55NC8 /
| 07/11/2024 11:07:19 |
Chg.-0.040 |
Bid11:29:30 |
Ask11:29:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
-1.09% |
3.630
Bid Size: 2,000 |
3.730
Ask Size: 2,000 |
Electronic Arts Inc |
135.00 USD |
19/06/2026 |
Call |
Master data
| WKN: |
SU55NC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
19/06/2026 |
| Issue date: |
21/12/2023 |
| Last trading day: |
18/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
2.14 |
| Time value: |
1.59 |
| Break-even: |
163.09 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
1.22 |
Quote data
| Open: |
3.640 |
| High: |
3.680 |
| Low: |
3.630 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.63% |
| 1 Month |
|
|
+42.35% |
| 3 Months |
|
|
+23.89% |
| YTD |
|
|
+38.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
3.060 |
| 1M High / 1M Low: |
3.670 |
2.520 |
| 6M High / 6M Low: |
3.670 |
1.880 |
| High (YTD): |
06/11/2024 |
3.670 |
| Low (YTD): |
08/05/2024 |
1.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.81% |
| Volatility 6M: |
|
70.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
