Soc. Generale Call 20 8TRA 20.12.2024
/ DE000SU6PS83
Soc. Generale Call 20 8TRA 20.12..../ DE000SU6PS83 /
| 2024-11-13 12:23:39 PM |
Chg.-0.050 |
Bid12:28:10 PM |
Ask12:28:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.050
Bid Size: 7,000 |
1.090
Ask Size: 7,000 |
TRATON SE INH O.N. |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU6PS8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TRATON SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.32 |
| Parity: |
1.10 |
| Time value: |
0.05 |
| Break-even: |
31.40 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.52 |
| Rho: |
0.02 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.050 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.020 |
| 1M High / 1M Low: |
1.150 |
0.910 |
| 6M High / 6M Low: |
1.450 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.014 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.47% |
| Volatility 6M: |
|
93.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
