Soc. Generale Call 30 ML 21.03.2025
/ DE000SU777W2
Soc. Generale Call 30 ML 21.03.20.../ DE000SU777W2 /
14/08/2024 09:50:43 |
Chg.- |
Bid09:26:40 |
Ask09:26:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
- |
0.620 Bid Size: 70,000 |
0.630 Ask Size: 70,000 |
Cie Generale des Eta... |
30.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
SU777W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
0.41 |
Time value: |
0.18 |
Break-even: |
35.80 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.57 |
Rho: |
0.12 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-25.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.550 |
1M High / 1M Low: |
0.820 |
0.550 |
6M High / 6M Low: |
1.000 |
0.490 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.708 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.18% |
Volatility 6M: |
|
76.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |