Soc. Generale Call 30 BATS 20.12.2024
/ DE000SU797V2
Soc. Generale Call 30 BATS 20.12..../ DE000SU797V2 /
| 10/18/2024 9:50:52 PM |
Chg.-0.009 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-45.00% |
0.011
Bid Size: 10,000 |
0.021
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: |
151.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.42 |
| Time value: |
0.02 |
| Break-even: |
36.23 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
20.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.016 |
| Low: |
0.011 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-73.81% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.011 |
| 1M High / 1M Low: |
0.051 |
0.011 |
| 6M High / 6M Low: |
0.130 |
0.007 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.41% |
| Volatility 6M: |
|
327.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
