Soc. Generale Call 46 0B2 20.12.2024
/ DE000SU6PRE4
Soc. Generale Call 46 0B2 20.12.2.../ DE000SU6PRE4 /
| 2024-07-12 9:07:51 AM |
Chg.+0.10 |
Bid6:57:05 PM |
Ask6:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+5.00% |
2.10
Bid Size: 2,000 |
2.18
Ask Size: 2,000 |
BAWAG GROUP AG |
46.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU6PRE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
2.01 |
| Time value: |
0.15 |
| Break-even: |
67.60 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.82 |
| Rho: |
0.17 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+81.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.91 |
| 1M High / 1M Low: |
2.00 |
1.34 |
| 6M High / 6M Low: |
2.00 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.37% |
| Volatility 6M: |
|
111.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
