Soc. Generale Call 56 0B2 20.12.2024
/ DE000SU5EFW7
Soc. Generale Call 56 0B2 20.12.2.../ DE000SU5EFW7 /
16/10/2024 09:14:10 |
Chg.+0.01 |
Bid09:57:55 |
Ask09:57:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
+0.71% |
1.41 Bid Size: 5,000 |
1.45 Ask Size: 5,000 |
BAWAG GROUP AG |
56.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
07/12/2023 |
Last trading day: |
19/12/2024 |
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: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.41 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.81% |
1 Month |
|
|
+0.71% |
3 Months |
|
|
+22.41% |
YTD |
|
|
+846.67% |
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): |
23/09/2024 |
1.66 |
Low (YTD): |
17/01/2024 |
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: |
|
- |