Soc. Generale Call 135 EA 20.03.2026
/ DE000SU5X659
Soc. Generale Call 135 EA 20.03.2.../ DE000SU5X659 /
| 11/12/2024 9:01:32 PM |
Chg.+0.250 |
Bid9:25:34 PM |
Ask9:25:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.880EUR |
+6.89% |
3.850
Bid Size: 40,000 |
3.880
Ask Size: 40,000 |
Electronic Arts Inc |
135.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
SU5X65 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
12/18/2023 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
2.29 |
| Time value: |
1.35 |
| Break-even: |
163.00 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.83% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.19 |
| Rho: |
1.08 |
Quote data
| Open: |
3.560 |
| High: |
3.900 |
| Low: |
3.540 |
| Previous Close: |
3.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.87% |
| 1 Month |
|
|
+59.67% |
| 3 Months |
|
|
+39.07% |
| YTD |
|
|
+57.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.630 |
3.210 |
| 1M High / 1M Low: |
3.630 |
2.460 |
| 6M High / 6M Low: |
3.630 |
1.730 |
| High (YTD): |
11/11/2024 |
3.630 |
| Low (YTD): |
5/8/2024 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.25% |
| Volatility 6M: |
|
70.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
