Soc. Generale Call 36 ML 20.09.2024
/ DE000SU70CZ1
Soc. Generale Call 36 ML 20.09.20.../ DE000SU70CZ1 /
| 8/15/2024 8:45:21 AM |
Chg.+0.003 |
Bid10:16:39 AM |
Ask10:16:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+8.82% |
0.040
Bid Size: 125,000 |
0.050
Ask Size: 125,000 |
Cie Generale des Eta... |
36.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU70CZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
73.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
0.05 |
| Break-even: |
36.47 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
27.03% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
22.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.034 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.91% |
| 1 Month |
|
|
-58.89% |
| 3 Months |
|
|
-83.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.034 |
| 1M High / 1M Low: |
0.170 |
0.034 |
| 6M High / 6M Low: |
0.350 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.51% |
| Volatility 6M: |
|
236.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
