Soc. Generale Call 58 0B2 20.12.2024
/ DE000SU5EFX5
Soc. Generale Call 58 0B2 20.12.2.../ DE000SU5EFX5 /
| 16/08/2024 09:09:39 |
Chg.+0.05 |
Bid17:31:47 |
Ask17:31:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+4.50% |
1.13
Bid Size: 3,000 |
1.18
Ask Size: 3,000 |
BAWAG GROUP AG |
58.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU5EFX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.95 |
| Time value: |
0.25 |
| Break-even: |
70.00 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.53 |
| Rho: |
0.15 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.40% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
+866.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.94 |
| 1M High / 1M Low: |
1.25 |
0.74 |
| 6M High / 6M Low: |
1.25 |
0.13 |
| High (YTD): |
23/07/2024 |
1.25 |
| Low (YTD): |
17/01/2024 |
0.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.64% |
| Volatility 6M: |
|
140.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
