Soc. Generale Call 26 III 20.09.2024
/ DE000SU7AQA4
Soc. Generale Call 26 III 20.09.2.../ DE000SU7AQA4 /
2024-07-10 5:49:59 PM |
Chg.+0.030 |
Bid2024-07-10 |
Ask2024-07-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+6.52% |
0.490 Bid Size: 6,200 |
0.590 Ask Size: 6,200 |
3I Group PLC ORD 73 ... |
26.00 GBP |
2024-09-20 |
Call |
Master data
WKN: |
SU7AQA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
3I Group PLC ORD 73 19/22P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-23 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
0.39 |
Time value: |
0.11 |
Break-even: |
35.74 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
5.37 |
Rho: |
0.04 |
Quote data
Open: |
0.450 |
High: |
0.520 |
Low: |
0.450 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.77% |
1 Month |
|
|
+13.95% |
3 Months |
|
|
+32.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.460 |
1M High / 1M Low: |
0.660 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |