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: |
27.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
0.16 |
| Break-even: |
36.39 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
16.73 |
| 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: |
|
- |
