Soc. Generale Call 58 0B2 20.12.2024
/ DE000SU5EFX5
Soc. Generale Call 58 0B2 20.12.2.../ DE000SU5EFX5 /
| 7/17/2024 9:05:45 AM |
Chg.+0.07 |
Bid2:52:05 PM |
Ask2:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+7.00% |
1.05
Bid Size: 6,000 |
1.08
Ask Size: 6,000 |
BAWAG GROUP AG |
58.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.79 |
| Time value: |
0.35 |
| Break-even: |
69.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.39 |
| Rho: |
0.17 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.59% |
| 1 Month |
|
|
+132.61% |
| 3 Months |
|
|
+214.71% |
| YTD |
|
|
+791.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.88 |
| 1M High / 1M Low: |
1.05 |
0.46 |
| 6M High / 6M Low: |
1.05 |
0.06 |
| High (YTD): |
7/15/2024 |
1.05 |
| Low (YTD): |
1/17/2024 |
0.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.14% |
| Volatility 6M: |
|
166.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
