Soc. Generale Call 28 TELIA 20.12.2024
/ DE000SU796L5
Soc. Generale Call 28 TELIA 20.12.../ DE000SU796L5 /
2024-11-12 8:16:39 AM |
Chg.-0.030 |
Bid7:28:47 PM |
Ask7:28:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-11.54% |
0.210 Bid Size: 10,000 |
0.230 Ask Size: 10,000 |
Telia Company AB |
28.00 SEK |
2024-12-20 |
Call |
Master data
WKN: |
SU796L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Telia Company AB |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 SEK |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.23 |
Time value: |
0.02 |
Break-even: |
2.66 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.89 |
Theta: |
0.00 |
Omega: |
9.46 |
Rho: |
0.00 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.29% |
1 Month |
|
|
-41.03% |
3 Months |
|
|
-23.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.250 |
1M High / 1M Low: |
0.390 |
0.250 |
6M High / 6M Low: |
0.540 |
0.072 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.336 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.59% |
Volatility 6M: |
|
171.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |