Soc. Generale Call 48 MO 20.12.2024
/ DE000SU2S755
Soc. Generale Call 48 MO 20.12.20.../ DE000SU2S755 /
| 15/10/2024 09:24:13 |
Chg.+0.010 |
Bid18:42:28 |
Ask18:42:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.290
Bid Size: 150,000 |
0.300
Ask Size: 150,000 |
Altria Group Inc |
48.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2S75 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.13 |
| Break-even: |
47.00 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
10.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
-34.04% |
| 3 Months |
|
|
+47.62% |
| YTD |
|
|
+532.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.280 |
| 1M High / 1M Low: |
0.490 |
0.280 |
| 6M High / 6M Low: |
0.620 |
0.046 |
| High (YTD): |
05/09/2024 |
0.620 |
| Low (YTD): |
05/03/2024 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.05% |
| Volatility 6M: |
|
162.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
