Soc. Generale Call 3.5 RR/ 20.09.2024
/ DE000SU9ZKN3
Soc. Generale Call 3.5 RR/ 20.09..../ DE000SU9ZKN3 /
| 11/09/2024 08:56:02 |
Chg.- |
Bid08:14:59 |
Ask08:14:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.50
Bid Size: 2,000 |
1.68
Ask Size: 2,000 |
Rolls-Royce Holdings... |
3.50 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ZKN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.36 |
| Parity: |
1.46 |
| Time value: |
0.05 |
| Break-even: |
5.66 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.00 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.42% |
| 1 Month |
|
|
-14.02% |
| 3 Months |
|
|
-4.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.36 |
| 1M High / 1M Low: |
1.73 |
1.36 |
| 6M High / 6M Low: |
1.81 |
0.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.44% |
| Volatility 6M: |
|
134.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
