Soc. Generale Call 32 ML 20.09.2024
/ DE000SU70CX6
Soc. Generale Call 32 ML 20.09.20.../ DE000SU70CX6 /
2024-08-15 8:46:58 AM |
Chg.0.000 |
Bid9:33:46 AM |
Ask9:33:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
0.00% |
0.310 Bid Size: 70,000 |
0.320 Ask Size: 70,000 |
Cie Generale des Eta... |
32.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SU70CX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
0.21 |
Time value: |
0.06 |
Break-even: |
34.60 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
10.14 |
Rho: |
0.02 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-46.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.250 |
1M High / 1M Low: |
0.470 |
0.250 |
6M High / 6M Low: |
0.690 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.345 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.427 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.40% |
Volatility 6M: |
|
128.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |