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Soc. Generale Call 42 BAC 20.09.2.../  DE000SU6C156  /

Frankfurt Zert./SG
16/08/2024  11:43:12 Chg.-0.002 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.018EUR -10.00% 0.019
Bid Size: 20,000		 0.030
Ask Size: 20,000		 Bank of America Corp... 42.00 USD 20/09/2024 Call
 

Master data

WKN: SU6C15
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 20/09/2024
Issue date: 28/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.27
Time value: 0.03
Break-even: 38.58
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 66.67%
Delta: 0.20
Theta: -0.01
Omega: 23.58
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -93.33%
3 Months
  -81.25%
YTD
  -74.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.016
1M High / 1M Low: 0.270 0.016
6M High / 6M Low: 0.290 0.016
High (YTD): 16/07/2024 0.290
Low (YTD): 12/08/2024 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.50%
Volatility 6M:   271.96%
Volatility 1Y:   -
Volatility 3Y:   -