Soc. Generale Call 3.4 TNE5 20.12.2024
/ DE000SU791R3
Soc. Generale Call 3.4 TNE5 20.12.../ DE000SU791R3 /
| 7/10/2024 8:14:11 AM |
Chg.-0.020 |
Bid11:50:05 AM |
Ask11:50:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-3.08% |
0.700
Bid Size: 50,000 |
0.710
Ask Size: 50,000 |
TELEFONICA INH. ... |
3.40 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU791R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.40 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.12 |
| Break-even: |
4.05 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
5.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-3.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.620 |
| 1M High / 1M Low: |
0.910 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
