Soc. Generale Call 56 0B2 20.12.2024
/ DE000SU5EFW7
Soc. Generale Call 56 0B2 20.12.2.../ DE000SU5EFW7 /
| 10/15/2024 8:56:24 AM |
Chg.- |
Bid8:36:23 AM |
Ask8:36:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.35
Bid Size: 2,300 |
1.45
Ask Size: 2,300 |
BAWAG GROUP AG |
56.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU5EFW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
1.36 |
| Time value: |
0.04 |
| Break-even: |
70.00 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.10 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+21.55% |
| YTD |
|
|
+840.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.27 |
| 1M High / 1M Low: |
1.66 |
1.08 |
| 6M High / 6M Low: |
1.66 |
0.42 |
| High (YTD): |
9/23/2024 |
1.66 |
| Low (YTD): |
1/17/2024 |
0.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.98% |
| Volatility 6M: |
|
123.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
