Soc. Generale Call 35 IXD1 20.12.2024
/ DE000SU10MZ6
Soc. Generale Call 35 IXD1 20.12..../ DE000SU10MZ6 /
| 2024-07-09 9:40:10 PM |
Chg.+0.010 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+0.88% |
1.150
Bid Size: 2,700 |
1.170
Ask Size: 2,700 |
INDITEX INH. EO... |
35.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU10MZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.06 |
| Time value: |
0.10 |
| Break-even: |
46.60 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.14 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.140 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.71% |
| 1 Month |
|
|
-3.36% |
| 3 Months |
|
|
+10.58% |
| YTD |
|
|
+64.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.130 |
| 1M High / 1M Low: |
1.350 |
1.130 |
| 6M High / 6M Low: |
1.350 |
0.570 |
| High (YTD): |
2024-06-20 |
1.350 |
| Low (YTD): |
2024-01-05 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.963 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.94% |
| Volatility 6M: |
|
87.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
