Soc. Generale Call 24 VAS 20.12.2024
/ DE000SU135V5
Soc. Generale Call 24 VAS 20.12.2.../ DE000SU135V5 /
| 6/28/2024 9:54:38 AM |
Chg.+0.010 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
24.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU135V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.12 |
| Time value: |
0.17 |
| Break-even: |
26.90 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.80 |
| Rho: |
0.07 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-29.27% |
| 3 Months |
|
|
-21.62% |
| YTD |
|
|
-53.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.280 |
| 1M High / 1M Low: |
0.410 |
0.250 |
| 6M High / 6M Low: |
0.630 |
0.250 |
| High (YTD): |
1/2/2024 |
0.600 |
| Low (YTD): |
6/18/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.385 |
| Avg. volume 6M: |
|
5.039 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.94% |
| Volatility 6M: |
|
113.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
