Soc. Generale Call 4 RR/ 20.12.2024
/ DE000SU9ZKU8
Soc. Generale Call 4 RR/ 20.12.20.../ DE000SU9ZKU8 /
| 8/15/2024 9:58:19 AM |
Chg.+0.010 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+0.76% |
1.370
Bid Size: 2,200 |
1.440
Ask Size: 2,200 |
Rolls-Royce Holdings... |
4.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU9ZKU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
1.13 |
| Time value: |
0.25 |
| Break-even: |
6.04 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
3.45 |
| Rho: |
0.01 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.330 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.02% |
| 1 Month |
|
|
+27.88% |
| 3 Months |
|
|
+62.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.210 |
| 1M High / 1M Low: |
1.330 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
