Soc. Generale Call 26 III 20.09.2024
/ DE000SU7AQA4
Soc. Generale Call 26 III 20.09.2.../ DE000SU7AQA4 /
2024-08-05 9:46:59 AM |
Chg.-0.140 |
Bid7:15:12 PM |
Ask7:15:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-26.92% |
0.390 Bid Size: 7,700 |
0.470 Ask Size: 7,700 |
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: |
7.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
0.39 |
Time value: |
0.05 |
Break-even: |
34.91 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
6.62 |
Rho: |
0.03 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.67% |
1 Month |
|
|
-34.48% |
3 Months |
|
|
-7.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.520 |
1M High / 1M Low: |
0.650 |
0.480 |
6M High / 6M Low: |
0.720 |
0.089 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.396 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.57% |
Volatility 6M: |
|
151.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |