Soc. Generale Call 160 SEJ1 20.09.2024
/ DE000SU64FH5
Soc. Generale Call 160 SEJ1 20.09.../ DE000SU64FH5 /
| 2024-07-10 8:58:27 AM |
Chg.-0.17 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-7.20% |
-
Bid Size: - |
-
Ask Size: - |
SAFRAN INH. EO... |
160.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU64FH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
2.10 |
| Time value: |
0.14 |
| Break-even: |
204.80 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
4.12 |
| Rho: |
0.28 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.86% |
| 1 Month |
|
|
-12.05% |
| 3 Months |
|
|
-9.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.15 |
| 1M High / 1M Low: |
2.60 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
