Soc. Generale Call 50 0B2 20.12.2024
/ DE000SU5EFT3
Soc. Generale Call 50 0B2 20.12.2.../ DE000SU5EFT3 /
| 9/13/2024 9:48:49 PM |
Chg.-0.010 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-0.50% |
2.010
Bid Size: 2,000 |
2.120
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: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
1.98 |
| Time value: |
0.13 |
| Break-even: |
71.00 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
3.45% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.12 |
Quote data
| Open: |
2.020 |
| High: |
2.060 |
| Low: |
2.000 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.55% |
| 1 Month |
|
|
+16.19% |
| 3 Months |
|
|
+113.83% |
| YTD |
|
|
+528.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.930 |
| 1M High / 1M Low: |
2.140 |
1.730 |
| 6M High / 6M Low: |
2.140 |
0.600 |
| High (YTD): |
9/5/2024 |
2.140 |
| Low (YTD): |
1/17/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.16% |
| Volatility 6M: |
|
101.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
