Soc. Generale Call 42 BMY 20.12.2024
/ DE000SU2TGV2
Soc. Generale Call 42 BMY 20.12.2.../ DE000SU2TGV2 /
| 02/08/2024 09:31:15 |
Chg.+0.050 |
Bid09:44:38 |
Ask09:44:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
0.690
Bid Size: 9,000 |
0.710
Ask Size: 9,000 |
Bristol Myers Squibb... |
42.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TGV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.57 |
| Time value: |
0.15 |
| Break-even: |
46.14 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+165.38% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-31.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.510 |
| 1M High / 1M Low: |
0.840 |
0.200 |
| 6M High / 6M Low: |
1.220 |
0.200 |
| High (YTD): |
12/03/2024 |
1.220 |
| Low (YTD): |
04/07/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.29% |
| Volatility 6M: |
|
175.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
