Soc. Generale Call 40 ML 20.12.2024
/ DE000SU2MN02
Soc. Generale Call 40 ML 20.12.20.../ DE000SU2MN02 /
2024-08-14 10:12:49 AM |
Chg.+0.003 |
Bid8:02:36 AM |
Ask8:02:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
+9.09% |
0.037 Bid Size: 15,000 |
0.047 Ask Size: 15,000 |
Cie Generale des Eta... |
40.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SU2MN0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
79.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.60 |
Time value: |
0.04 |
Break-even: |
40.43 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.01 |
Spread %: |
30.30% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
13.65 |
Rho: |
0.02 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.033 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-43.75% |
3 Months |
|
|
-72.31% |
YTD |
|
|
-55.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.033 |
1M High / 1M Low: |
0.090 |
0.033 |
6M High / 6M Low: |
0.220 |
0.033 |
High (YTD): |
2024-06-13 |
0.220 |
Low (YTD): |
2024-08-13 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.106 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.84% |
Volatility 6M: |
|
178.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |