Soc. Generale Call 3.8 DEZ 20.09.2024
/ DE000SU1N4B8
Soc. Generale Call 3.8 DEZ 20.09..../ DE000SU1N4B8 /
| 24/07/2024 18:16:04 |
Chg.-0.10 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-6.02% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
3.80 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.40 |
| Parity: |
1.62 |
| Time value: |
0.12 |
| Break-even: |
5.54 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.57% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.00 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.56 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.68% |
| 1 Month |
|
|
-25.71% |
| 3 Months |
|
|
-10.86% |
| YTD |
|
|
+24.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.56 |
| 1M High / 1M Low: |
2.42 |
1.56 |
| 6M High / 6M Low: |
2.43 |
1.25 |
| High (YTD): |
11/04/2024 |
2.43 |
| Low (YTD): |
17/01/2024 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.17% |
| Volatility 6M: |
|
137.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
