Soc. Generale Call 26 BAC 20.12.2024
/ DE000SU2TGQ2
Soc. Generale Call 26 BAC 20.12.2.../ DE000SU2TGQ2 /
| 2024-10-18 9:38:33 AM |
Chg.-0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
26.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TGQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.21 |
| Parity: |
1.50 |
| Time value: |
0.02 |
| Break-even: |
39.12 |
| Moneyness: |
1.63 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.52 |
| Rho: |
0.04 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
-2.53% |
| YTD |
|
|
+79.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.48 |
| 1M High / 1M Low: |
1.55 |
1.19 |
| 6M High / 6M Low: |
1.67 |
0.80 |
| High (YTD): |
2024-07-18 |
1.67 |
| Low (YTD): |
2024-01-18 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.25% |
| Volatility 6M: |
|
91.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
