Soc. Generale Call 34 CRIN 20.03.2025
/ DE000SU793T5
Soc. Generale Call 34 CRIN 20.03..../ DE000SU793T5 /
| 2024-12-23 9:50:58 PM |
Chg.+0.020 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 8,000 |
0.510
Ask Size: 8,000 |
UNICREDIT |
34.00 EUR |
2025-03-20 |
Call |
Master data
| WKN: |
SU793T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.37 |
| Time value: |
0.14 |
| Break-even: |
39.10 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
5.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
+22.50% |
| 3 Months |
|
|
-5.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.640 |
0.370 |
| 6M High / 6M Low: |
0.900 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.48% |
| Volatility 6M: |
|
138.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
