Soc. Generale Call 34 ML 20.09.2024
/ DE000SU70CY4
Soc. Generale Call 34 ML 20.09.20.../ DE000SU70CY4 /
17/09/2024 10:52:54 |
Chg.+0.020 |
Bid20:15:31 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+9.52% |
0.220 Bid Size: 10,000 |
- Ask Size: - |
Cie Generale des Eta... |
34.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SU70CY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
20/09/2024 |
Issue date: |
07/02/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.51 |
Historic volatility: |
0.17 |
Parity: |
0.22 |
Time value: |
0.01 |
Break-even: |
36.30 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.04 |
Omega: |
14.51 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.240 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+53.33% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
-45.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.210 |
0.140 |
6M High / 6M Low: |
0.510 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.35% |
Volatility 6M: |
|
191.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |