Soc. Generale Call 44 IXD1 20.09.2024
/ DE000SU70BY6
Soc. Generale Call 44 IXD1 20.09..../ DE000SU70BY6 /
| 05/07/2024 21:48:03 |
Chg.-0.030 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-8.57% |
0.320
Bid Size: 9,400 |
0.330
Ask Size: 9,400 |
INDITEX INH. EO... |
44.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SU70BY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.14 |
| Time value: |
0.19 |
| Break-even: |
47.30 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
8.85 |
| Rho: |
0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.95% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
-15.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.520 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
