Soc. Generale Call 160 EA 21.03.2025
/ DE000SU0P8N3
Soc. Generale Call 160 EA 21.03.2.../ DE000SU0P8N3 /
| 2024-07-26 9:54:53 AM |
Chg.+0.050 |
Bid4:38:03 PM |
Ask4:38:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
Electronic Arts Inc |
160.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU0P8N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-1.68 |
| Time value: |
0.61 |
| Break-even: |
153.55 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
7.75 |
| Rho: |
0.27 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
+18.00% |
| 3 Months |
|
|
+84.38% |
| YTD |
|
|
-19.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.530 |
| 1M High / 1M Low: |
0.750 |
0.380 |
| 6M High / 6M Low: |
0.950 |
0.220 |
| High (YTD): |
2024-02-16 |
0.950 |
| Low (YTD): |
2024-05-15 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.02% |
| Volatility 6M: |
|
182.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
