Soc. Generale Call 30 BATS 20.12.2024
/ DE000SU797V2
Soc. Generale Call 30 BATS 20.12..../ DE000SU797V2 /
| 8/16/2024 11:47:03 AM |
Chg.-0.017 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-26.98% |
0.045
Bid Size: 10,000 |
0.055
Ask Size: 10,000 |
British American Tob... |
30.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU797V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.24 |
| Time value: |
0.07 |
| Break-even: |
35.82 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
17.54% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
15.37 |
| Rho: |
0.03 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.29% |
| 1 Month |
|
|
+283.33% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.061 |
| 1M High / 1M Low: |
0.070 |
0.012 |
| 6M High / 6M Low: |
0.070 |
0.007 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.04% |
| Volatility 6M: |
|
272.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
