Soc. Generale Call 48 0B2 20.12.2024
/ DE000SU5EFS5
Soc. Generale Call 48 0B2 20.12.2.../ DE000SU5EFS5 /
| 09/08/2024 09:00:21 |
Chg.+0.05 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+2.92% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
1.64 |
| Time value: |
0.23 |
| Break-even: |
66.70 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.75% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
0.13 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
-2.76% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+363.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.51 |
| 1M High / 1M Low: |
2.11 |
1.51 |
| 6M High / 6M Low: |
2.11 |
0.43 |
| High (YTD): |
23/07/2024 |
2.11 |
| Low (YTD): |
17/01/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.98% |
| Volatility 6M: |
|
97.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
