Soc. Generale Call 4 RR/ 20.09.2024
/ DE000SU9ZKP8
Soc. Generale Call 4 RR/ 20.09.20.../ DE000SU9ZKP8 /
| 2024-07-11 9:46:26 AM |
Chg.+0.020 |
Bid10:17:22 AM |
Ask10:17:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+2.47% |
0.820
Bid Size: 40,000 |
0.840
Ask Size: 40,000 |
Rolls-Royce Holdings... |
4.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU9ZKP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.42 |
| Parity: |
0.58 |
| Time value: |
0.27 |
| Break-even: |
5.59 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.830 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-13.54% |
| 3 Months |
|
|
+36.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
1.140 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
