Soc. Generale Call 48 0B2 20.12.2024
/ DE000SU5EFS5
Soc. Generale Call 48 0B2 20.12.2.../ DE000SU5EFS5 /
| 2024-07-05 5:39:42 PM |
Chg.0.000 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
0.00% |
1.740
Bid Size: 2,000 |
1.810
Ask Size: 2,000 |
BAWAG GROUP AG |
48.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU5EFS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
0.19 |
| Break-even: |
66.10 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
4.02% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.18 |
Quote data
| Open: |
1.780 |
| High: |
1.820 |
| Low: |
1.740 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.82% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
+68.93% |
| YTD |
|
|
+335.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.320 |
| 1M High / 1M Low: |
1.740 |
1.100 |
| 6M High / 6M Low: |
1.740 |
0.260 |
| High (YTD): |
2024-07-04 |
1.740 |
| Low (YTD): |
2024-01-17 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.11% |
| Volatility 6M: |
|
128.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
