Soc. Generale Call 3.6 BSD2 20.12.2024
/ DE000SU9LEQ9
Soc. Generale Call 3.6 BSD2 20.12.../ DE000SU9LEQ9 /
| 9/6/2024 9:38:02 PM |
Chg.-0.080 |
Bid9:53:25 PM |
Ask9:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-9.41% |
0.760
Bid Size: 4,000 |
0.780
Ask Size: 4,000 |
BCO SANTANDER N.EO0,... |
3.60 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU9LEQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.69 |
| Time value: |
0.07 |
| Break-even: |
4.36 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.860 |
| Low: |
0.770 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.79% |
| 1 Month |
|
|
+24.19% |
| 3 Months |
|
|
-37.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
0.960 |
0.620 |
| 6M High / 6M Low: |
1.390 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.33% |
| Volatility 6M: |
|
94.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
