Soc. Generale Call 38.5 BAC 20.09.2024
/ DE000SU51612
Soc. Generale Call 38.5 BAC 20.09.../ DE000SU51612 /
16/08/2024 08:48:15 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Bank of America Corp... |
38.50 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU5161 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.50 USD |
Maturity: |
20/09/2024 |
Issue date: |
20/12/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
25.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
0.15 |
Time value: |
0.13 |
Break-even: |
36.31 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
16.93 |
Rho: |
0.02 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-78.70% |
3 Months |
|
|
-53.06% |
YTD |
|
|
-17.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
1.080 |
0.100 |
6M High / 6M Low: |
1.080 |
0.100 |
High (YTD): |
18/07/2024 |
1.080 |
Low (YTD): |
05/08/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.505 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.434 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
506.00% |
Volatility 6M: |
|
274.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |