Soc. Generale Call 55 0B2 20.09.2024
/ DE000SU7Z965
Soc. Generale Call 55 0B2 20.09.2.../ DE000SU7Z965 /
| 25/07/2024 21:43:14 |
Chg.-0.030 |
Bid21:55:51 |
Ask21:55:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-2.34% |
1.240
Bid Size: 2,500 |
1.290
Ask Size: 2,500 |
BAWAG GROUP AG |
55.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SU7Z96 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
1.25 |
| Time value: |
0.09 |
| Break-even: |
68.30 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.07 |
Quote data
| Open: |
1.240 |
| High: |
1.270 |
| Low: |
1.140 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
+115.52% |
| 3 Months |
|
|
+111.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.250 |
| 1M High / 1M Low: |
1.370 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
