Soc. Generale Call 3.8 BSD2 20.12.2024
/ DE000SU9LER7
Soc. Generale Call 3.8 BSD2 20.12.../ DE000SU9LER7 /
| 11/12/2024 8:11:54 AM |
Chg.-0.080 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.80 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU9LER |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.73 |
| Time value: |
0.02 |
| Break-even: |
4.55 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
5.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.93% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
+38.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.710 |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
1.200 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.66% |
| Volatility 6M: |
|
123.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
