Soc. Generale Call 2.8 IDS 20.12.2024
/ DE000SU965J0
Soc. Generale Call 2.8 IDS 20.12..../ DE000SU965J0 /
05/08/2024 09:49:10 |
Chg.-0.050 |
Bid17:31:53 |
Ask17:31:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-5.88% |
0.740 Bid Size: 4,100 |
- Ask Size: - |
International Distri... |
2.80 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SU965J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
International Distributions Services PLC ORD 1P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.80 GBP |
Maturity: |
20/12/2024 |
Issue date: |
04/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.50 |
Historic volatility: |
0.46 |
Parity: |
0.62 |
Time value: |
0.22 |
Break-even: |
4.13 |
Moneyness: |
1.19 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
3.61 |
Rho: |
0.01 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+86.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.840 |
1M High / 1M Low: |
0.860 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.850 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
39.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |