Soc. Generale Call 26 ATS 20.12.2024
/ DE000SU1W072
Soc. Generale Call 26 ATS 20.12.2.../ DE000SU1W072 /
| 24/07/2024 08:40:35 |
Chg.-0.014 |
Bid07:46:37 |
Ask07:46:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-16.28% |
0.066
Bid Size: 10,000 |
0.076
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
26.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SU1W07 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
-0.64 |
| Time value: |
0.09 |
| Break-even: |
26.86 |
| Moneyness: |
0.75 |
| Premium: |
0.37 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
14.67% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
5.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.53% |
| 1 Month |
|
|
-44.62% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-82.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.072 |
| 1M High / 1M Low: |
0.140 |
0.072 |
| 6M High / 6M Low: |
0.280 |
0.048 |
| High (YTD): |
02/01/2024 |
0.380 |
| Low (YTD): |
20/03/2024 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.05% |
| Volatility 6M: |
|
188.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
