Soc. Generale Call 44 BMY 20.09.2024
/ DE000SU2KKR1
Soc. Generale Call 44 BMY 20.09.2.../ DE000SU2KKR1 /
| 15/08/2024 08:15:11 |
Chg.-0.050 |
Bid21:21:04 |
Ask21:21:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-10.20% |
0.500
Bid Size: 200,000 |
0.510
Ask Size: 200,000 |
Bristol Myers Squibb... |
44.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU2KKR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.40 |
| Time value: |
0.07 |
| Break-even: |
44.66 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
7.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
-46.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.320 |
| 1M High / 1M Low: |
0.610 |
0.077 |
| 6M High / 6M Low: |
0.990 |
0.074 |
| High (YTD): |
13/03/2024 |
0.990 |
| Low (YTD): |
08/07/2024 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
543.54% |
| Volatility 6M: |
|
281.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
