Soc. Generale Call 48 0B2 20.12.2024
/ DE000SU5EFS5
Soc. Generale Call 48 0B2 20.12.2.../ DE000SU5EFS5 /
2024-08-30 9:13:57 AM |
Chg.-0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.13EUR |
-0.47% |
- Bid Size: - |
- Ask Size: - |
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: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.57 |
Historic volatility: |
0.24 |
Parity: |
2.12 |
Time value: |
0.16 |
Break-even: |
70.70 |
Moneyness: |
1.44 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
3.65% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
2.78 |
Rho: |
0.12 |
Quote data
Open: |
2.13 |
High: |
2.13 |
Low: |
2.13 |
Previous Close: |
2.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.95% |
1 Month |
|
|
+3.90% |
3 Months |
|
|
+54.35% |
YTD |
|
|
+460.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.14 |
2.10 |
1M High / 1M Low: |
2.14 |
1.51 |
6M High / 6M Low: |
2.14 |
0.54 |
High (YTD): |
2024-08-29 |
2.14 |
Low (YTD): |
2024-01-17 |
0.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.89% |
Volatility 6M: |
|
91.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |