Soc. Generale Call 44 0B2 20.12.2024
/ DE000SU62DL6
Soc. Generale Call 44 0B2 20.12.2.../ DE000SU62DL6 /
| 2024-07-26 8:06:46 PM |
Chg.+0.010 |
Bid8:28:21 PM |
Ask8:28:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
+0.43% |
2.360
Bid Size: 2,000 |
2.440
Ask Size: 2,000 |
BAWAG GROUP AG |
44.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU62DL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
2.23 |
| Time value: |
0.18 |
| Break-even: |
68.10 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
2.55% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.51 |
| Rho: |
0.15 |
Quote data
| Open: |
2.290 |
| High: |
2.370 |
| Low: |
2.290 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.43% |
| 1 Month |
|
|
+51.28% |
| 3 Months |
|
|
+49.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.350 |
| 1M High / 1M Low: |
2.470 |
1.560 |
| 6M High / 6M Low: |
2.470 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.49% |
| Volatility 6M: |
|
99.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
