Soc. Generale Call 2.6 IDS 20.09.2024
/ DE000SU13ZR9
Soc. Generale Call 2.6 IDS 20.09..../ DE000SU13ZR9 /
15/08/2024 10:14:58 |
Chg.-0.010 |
Bid10:26:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-1.22% |
0.830 Bid Size: 7,000 |
- Ask Size: - |
International Distri... |
2.60 GBP |
20/09/2024 |
Call |
Master data
WKN: |
SU13ZR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
International Distributions Services PLC ORD 1P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.60 GBP |
Maturity: |
20/09/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.65 |
Historic volatility: |
0.46 |
Parity: |
0.80 |
Time value: |
0.05 |
Break-even: |
3.90 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
4.07 |
Rho: |
0.00 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
+5.19% |
3 Months |
|
|
0.00% |
YTD |
|
|
+44.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.750 |
1M High / 1M Low: |
0.880 |
0.750 |
6M High / 6M Low: |
0.890 |
0.100 |
High (YTD): |
22/05/2024 |
0.890 |
Low (YTD): |
16/04/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.818 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.548 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.70% |
Volatility 6M: |
|
398.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |