Soc. Generale Call 44 BAYN 17.12.2027
/ DE000SU28CU0
Soc. Generale Call 44 BAYN 17.12..../ DE000SU28CU0 /
| 11/15/2024 8:33:38 AM |
Chg.+0.010 |
Bid7:07:16 PM |
Ask7:07:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 50,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
44.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
SU28CU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
12/6/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
-2.35 |
| Time value: |
0.20 |
| Break-even: |
46.00 |
| Moneyness: |
0.47 |
| Premium: |
1.24 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
3.02 |
| Rho: |
0.12 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
-26.92% |
| YTD |
|
|
-60.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.170 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
0.460 |
0.170 |
| High (YTD): |
1/4/2024 |
0.570 |
| Low (YTD): |
11/13/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
521.739 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
621.212 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.56% |
| Volatility 6M: |
|
111.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
