Soc. Generale Call 4.5 RR/ 20.12.2024
/ DE000SU9ZKV6
Soc. Generale Call 4.5 RR/ 20.12..../ DE000SU9ZKV6 /
14/10/2024 10:00:16 |
Chg.+0.06 |
Bid13:37:33 |
Ask13:37:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
+5.45% |
1.14 Bid Size: 30,000 |
1.16 Ask Size: 30,000 |
Rolls-Royce Holdings... |
4.50 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SU9ZKV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 GBP |
Maturity: |
20/12/2024 |
Issue date: |
28/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.57 |
Historic volatility: |
0.36 |
Parity: |
0.97 |
Time value: |
0.23 |
Break-even: |
6.58 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
1.69% |
Delta: |
0.79 |
Theta: |
0.00 |
Omega: |
4.20 |
Rho: |
0.01 |
Quote data
Open: |
1.18 |
High: |
1.18 |
Low: |
1.16 |
Previous Close: |
1.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.65% |
1 Month |
|
|
+50.65% |
3 Months |
|
|
+78.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.13 |
1.02 |
1M High / 1M Low: |
1.17 |
0.76 |
6M High / 6M Low: |
1.17 |
0.47 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.09% |
Volatility 6M: |
|
172.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |