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: |
|
- |
