Soc. Generale Call 26 VAS 20.12.2024
/ DE000SU135W3
Soc. Generale Call 26 VAS 20.12.2.../ DE000SU135W3 /
| 8/2/2024 10:12:09 AM |
Chg.-0.020 |
Bid7:33:43 PM |
Ask7:33:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.072
Bid Size: 15,000 |
0.082
Ask Size: 15,000 |
VOESTALPINE AG |
26.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU135W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.30 |
| Time value: |
0.10 |
| Break-even: |
27.00 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
7.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
-82.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
0.420 |
0.110 |
| High (YTD): |
1/2/2024 |
0.470 |
| Low (YTD): |
8/1/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.09% |
| Volatility 6M: |
|
147.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
