Soc. Generale Call 50 0B2 20.12.2024
/ DE000SU5EFT3
Soc. Generale Call 50 0B2 20.12.2.../ DE000SU5EFT3 /
| 10/15/2024 9:36:40 PM |
Chg.-0.080 |
Bid9:54:57 PM |
Ask9:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-4.06% |
1.900
Bid Size: 2,000 |
1.980
Ask Size: 2,000 |
BAWAG GROUP AG |
50.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU5EFT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
1.95 |
| Time value: |
0.09 |
| Break-even: |
70.40 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.03% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.16 |
| Rho: |
0.08 |
Quote data
| Open: |
1.970 |
| High: |
1.990 |
| Low: |
1.890 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
-8.25% |
| 3 Months |
|
|
+6.18% |
| YTD |
|
|
+490.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.890 |
| 1M High / 1M Low: |
2.200 |
1.610 |
| 6M High / 6M Low: |
2.200 |
0.730 |
| High (YTD): |
9/20/2024 |
2.200 |
| Low (YTD): |
1/17/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.46% |
| Volatility 6M: |
|
96.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
