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Soc. Generale Call 42 BAC 20.12.2.../  DE000SU6FCN8  /

Frankfurt Zert./SG
10/15/2024  10:53:08 AM Chg.+0.020 Bid2:11:51 PM Ask2:11:51 PM Underlying Strike price Expiration date Option type
0.190EUR +11.76% 0.230
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Bank of America Corp... 42.00 USD 12/20/2024 Call
 

Master data

WKN: SU6FCN
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 12/20/2024
Issue date: 12/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.22
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -0.01
Time value: 0.19
Break-even: 40.40
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.54
Theta: -0.02
Omega: 10.84
Rho: 0.03
 

Quote data

Open: 0.180
High: 0.190
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+72.73%
1 Month  
+120.93%
3 Months
  -29.63%
YTD  
+72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.100
1M High / 1M Low: 0.190 0.088
6M High / 6M Low: 0.410 0.082
High (YTD): 7/16/2024 0.410
Low (YTD): 1/18/2024 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.64%
Volatility 6M:   249.01%
Volatility 1Y:   -
Volatility 3Y:   -