Soc. Generale Call 3.8 DEZ 20.09.2024
/ DE000SU1N4B8
Soc. Generale Call 3.8 DEZ 20.09..../ DE000SU1N4B8 /
| 2024-07-25 9:42:56 PM |
Chg.-0.100 |
Bid9:54:07 PM |
Ask9:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-6.45% |
1.430
Bid Size: 4,000 |
1.550
Ask Size: 4,000 |
DEUTZ AG O.N. |
3.80 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU1N4B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.40 |
| Parity: |
1.52 |
| Time value: |
0.12 |
| Break-even: |
5.43 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.92 |
| Rho: |
0.00 |
Quote data
| Open: |
1.460 |
| High: |
1.460 |
| Low: |
1.300 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-20.33% |
| 3 Months |
|
|
-22.87% |
| YTD |
|
|
+16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.450 |
| 1M High / 1M Low: |
2.480 |
1.450 |
| 6M High / 6M Low: |
2.480 |
1.240 |
| High (YTD): |
2024-07-01 |
2.480 |
| Low (YTD): |
2024-01-17 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.29% |
| Volatility 6M: |
|
143.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
