Soc. Generale Call 30 ML 20.12.2024
/ DE000SU13S82
Soc. Generale Call 30 ML 20.12.20.../ DE000SU13S82 /
18/10/2024 09:44:35 |
Chg.+0.010 |
Bid17:35:07 |
Ask17:35:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+2.17% |
0.470 Bid Size: 6,400 |
0.490 Ask Size: 6,400 |
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: |
7.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
0.39 |
Time value: |
0.07 |
Break-even: |
34.60 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
6.04 |
Rho: |
0.04 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.30% |
1 Month |
|
|
-32.86% |
3 Months |
|
|
-18.97% |
YTD |
|
|
+4.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.430 |
1M High / 1M Low: |
0.760 |
0.430 |
6M High / 6M Low: |
0.940 |
0.430 |
High (YTD): |
13/06/2024 |
0.940 |
Low (YTD): |
05/02/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.608 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.672 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.88% |
Volatility 6M: |
|
85.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |