Soc. Generale Call 56 0B2 20.12.2024
/ DE000SU5EFW7
Soc. Generale Call 56 0B2 20.12.2.../ DE000SU5EFW7 /
2024-08-30 9:45:42 PM |
Chg.+0.040 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.470EUR |
+2.80% |
1.480 Bid Size: 3,000 |
1.540 Ask Size: 3,000 |
BAWAG GROUP AG |
56.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.45 |
Historic volatility: |
0.24 |
Parity: |
1.32 |
Time value: |
0.22 |
Break-even: |
71.30 |
Moneyness: |
1.23 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
3.38% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
3.82 |
Rho: |
0.13 |
Quote data
Open: |
1.420 |
High: |
1.470 |
Low: |
1.420 |
Previous Close: |
1.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.80% |
1 Month |
|
|
+8.09% |
3 Months |
|
|
+81.48% |
YTD |
|
|
+818.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
1.390 |
1M High / 1M Low: |
1.470 |
0.930 |
6M High / 6M Low: |
1.470 |
0.220 |
High (YTD): |
2024-08-30 |
1.470 |
Low (YTD): |
2024-01-17 |
0.086 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.803 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.70% |
Volatility 6M: |
|
134.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |