Soc. Generale Call 16 SDF 20.12.2024
/ DE000SU13QC0
Soc. Generale Call 16 SDF 20.12.2.../ DE000SU13QC0 /
| 10/28/2024 12:06:53 PM |
Chg.-0.007 |
Bid1:05:28 PM |
Ask1:05:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-35.00% |
0.014
Bid Size: 10,000 |
0.028
Ask Size: 10,000 |
K+S AG NA O.N. |
16.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU13QC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
338.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.26 |
| Parity: |
-4.84 |
| Time value: |
0.03 |
| Break-even: |
16.03 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
11.09 |
| Spread abs.: |
0.01 |
| Spread %: |
73.68% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
13.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.013 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
-74.51% |
| 3 Months |
|
|
-86.87% |
| YTD |
|
|
-99.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.012 |
| 1M High / 1M Low: |
0.048 |
0.012 |
| 6M High / 6M Low: |
0.820 |
0.012 |
| High (YTD): |
1/2/2024 |
1.340 |
| Low (YTD): |
10/23/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.92% |
| Volatility 6M: |
|
286.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
