Soc. Generale Call 3.8 TNE5 21.03.2025
/ DE000SU791U7
Soc. Generale Call 3.8 TNE5 21.03.../ DE000SU791U7 /
| 9/11/2024 8:15:35 AM |
Chg.-0.010 |
Bid6:19:55 PM |
Ask6:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
0.500
Bid Size: 6,000 |
0.530
Ask Size: 6,000 |
TELEFONICA INH. ... |
3.80 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SU791U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.11 |
| Break-even: |
4.29 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
7.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
-15.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.500 |
0.380 |
| 6M High / 6M Low: |
0.670 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.43% |
| Volatility 6M: |
|
144.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
