Soc. Generale Call 44 0B2 20.12.2024
/ DE000SU62DL6
Soc. Generale Call 44 0B2 20.12.2.../ DE000SU62DL6 /
| 2024-11-08 9:42:58 PM |
Chg.-0.030 |
Bid9:52:34 PM |
Ask9:52:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
-1.02% |
2.910
Bid Size: 2,000 |
2.990
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: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.24 |
| Parity: |
2.94 |
| Time value: |
0.08 |
| Break-even: |
74.10 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
2.38% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
2.32 |
| Rho: |
0.05 |
Quote data
| Open: |
2.970 |
| High: |
2.970 |
| Low: |
2.890 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.01% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
+34.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.930 |
2.710 |
| 1M High / 1M Low: |
2.930 |
2.400 |
| 6M High / 6M Low: |
2.930 |
1.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.30% |
| Volatility 6M: |
|
71.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
