Soc. Generale Call 30 ML 20.12.2024
/ DE000SU13S82
Soc. Generale Call 30 ML 20.12.20.../ DE000SU13S82 /
14/08/2024 10:16:04 |
Chg.+0.040 |
Bid09:27:33 |
Ask09:27:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+8.00% |
0.560 Bid Size: 70,000 |
0.570 Ask Size: 70,000 |
Cie Generale des Eta... |
30.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SU13S8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
0.41 |
Time value: |
0.11 |
Break-even: |
35.10 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
5.42 |
Rho: |
0.08 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-28.00% |
YTD |
|
|
+20.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.500 |
1M High / 1M Low: |
0.720 |
0.500 |
6M High / 6M Low: |
0.930 |
0.440 |
High (YTD): |
13/06/2024 |
0.930 |
Low (YTD): |
17/01/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.654 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.56% |
Volatility 6M: |
|
84.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |