Soc. Generale Call 4.5 RR/ 20.09.2024
/ DE000SU9ZKQ6
Soc. Generale Call 4.5 RR/ 20.09..../ DE000SU9ZKQ6 /
| 12/09/2024 08:51:06 |
Chg.+0.010 |
Bid08:56:12 |
Ask08:56:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.410
Bid Size: 7,400 |
0.480
Ask Size: 7,400 |
Rolls-Royce Holdings... |
4.50 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ZKQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.36 |
| Parity: |
0.27 |
| Time value: |
0.12 |
| Break-even: |
5.73 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
10.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-27.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.250 |
| 1M High / 1M Low: |
0.690 |
0.250 |
| 6M High / 6M Low: |
0.690 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.54% |
| Volatility 6M: |
|
209.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
