Soc. Generale Call 46 G1A 20.12.2024
/ DE000SU10K42
Soc. Generale Call 46 G1A 20.12.2.../ DE000SU10K42 /
10/11/2024 9:35:12 PM |
Chg.+0.040 |
Bid8:08:04 AM |
Ask8:08:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+20.00% |
0.230 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
GEA GROUP AG |
46.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU10K4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.04 |
Time value: |
0.21 |
Break-even: |
48.50 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.58 |
Theta: |
-0.02 |
Omega: |
10.71 |
Rho: |
0.05 |
Quote data
Open: |
0.200 |
High: |
0.240 |
Low: |
0.200 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+192.68% |
3 Months |
|
|
+166.67% |
YTD |
|
|
+140.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.160 |
1M High / 1M Low: |
0.240 |
0.067 |
6M High / 6M Low: |
0.240 |
0.037 |
High (YTD): |
10/11/2024 |
0.240 |
Low (YTD): |
6/6/2024 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.135 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
352.59% |
Volatility 6M: |
|
237.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |