Soc. Generale Call 52 0B2 20.12.2024
/ DE000SU5EFU1
Soc. Generale Call 52 0B2 20.12.2.../ DE000SU5EFU1 /
| 13/09/2024 21:50:13 |
Chg.-0.010 |
Bid21:54:34 |
Ask21:54:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-0.54% |
1.840
Bid Size: 2,000 |
1.930
Ask Size: 2,000 |
BAWAG GROUP AG |
52.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU5EFU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
1.78 |
| Time value: |
0.15 |
| Break-even: |
71.20 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
3.78% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.27 |
| Rho: |
0.12 |
Quote data
| Open: |
1.840 |
| High: |
1.880 |
| Low: |
1.820 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.23% |
| 1 Month |
|
|
+24.49% |
| 3 Months |
|
|
+90.63% |
| YTD |
|
|
+632.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.740 |
| 1M High / 1M Low: |
1.960 |
1.470 |
| 6M High / 6M Low: |
1.960 |
0.480 |
| High (YTD): |
05/09/2024 |
1.960 |
| Low (YTD): |
17/01/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.98% |
| Volatility 6M: |
|
108.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
