Soc. Generale Call 3.5 RR/ 20.09.2024
/ DE000SU9ZKN3
Soc. Generale Call 3.5 RR/ 20.09..../ DE000SU9ZKN3 /
| 11/07/2024 08:54:59 |
Chg.+0.05 |
Bid15:39:22 |
Ask15:39:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+4.03% |
1.33
Bid Size: 35,000 |
1.35
Ask Size: 35,000 |
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: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.42 |
| Parity: |
1.18 |
| Time value: |
0.17 |
| Break-even: |
5.50 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.33 |
| Rho: |
0.01 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
-13.42% |
| 3 Months |
|
|
+35.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.24 |
| 1M High / 1M Low: |
1.61 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
