Soc. Generale Call 48 IXD1 20.09.2024
/ DE000SU70B08
Soc. Generale Call 48 IXD1 20.09..../ DE000SU70B08 /
6/28/2024 8:44:43 AM |
Chg.+0.020 |
Bid3:08:50 PM |
Ask3:08:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+10.53% |
0.190 Bid Size: 90,000 |
0.200 Ask Size: 90,000 |
INDITEX INH. EO... |
48.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SU70B0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INDITEX INH. EO 0,03 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/7/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-0.15 |
Time value: |
0.22 |
Break-even: |
50.20 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
4.76% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
9.80 |
Rho: |
0.04 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.00% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
-19.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
0.250 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |