Soc. Generale Call 38 SDZ 20.12.2024
/ DE000SU6X4G0
Soc. Generale Call 38 SDZ 20.12.2.../ DE000SU6X4G0 /
| 12/11/2024 14:15:42 |
Chg.-0.020 |
Bid14:33:37 |
Ask14:33:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.280
Bid Size: 60,000 |
0.290
Ask Size: 60,000 |
SANDOZ GROUP N |
38.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU6X4G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.27 |
| Time value: |
0.09 |
| Break-even: |
44.09 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
8.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+76.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.320 |
0.130 |
| 6M High / 6M Low: |
0.320 |
0.062 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.21% |
| Volatility 6M: |
|
238.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
