Soc. Generale Call 34 G1A 20.12.2024
/ DE000SU10KZ0
Soc. Generale Call 34 G1A 20.12.2.../ DE000SU10KZ0 /
9/11/2024 1:14:11 PM |
Chg.+0.020 |
Bid1:55:47 PM |
Ask1:55:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+2.35% |
0.870 Bid Size: 10,000 |
0.900 Ask Size: 10,000 |
GEA GROUP AG |
34.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU10KZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
0.83 |
Time value: |
0.08 |
Break-even: |
43.10 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
3.41% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
4.12 |
Rho: |
0.08 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.860 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.10% |
1 Month |
|
|
+27.94% |
3 Months |
|
|
+58.18% |
YTD |
|
|
+42.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.780 |
1M High / 1M Low: |
0.880 |
0.690 |
6M High / 6M Low: |
0.880 |
0.450 |
High (YTD): |
8/30/2024 |
0.880 |
Low (YTD): |
1/22/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.820 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.636 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.21% |
Volatility 6M: |
|
85.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |