Soc. Generale Call 59.37 OEWA 20.12.2024
/ DE000SU9NCJ4
Soc. Generale Call 59.37 OEWA 20..../ DE000SU9NCJ4 /
| 11/6/2024 8:31:02 AM |
Chg.-0.09 |
Bid5:33:06 PM |
Ask5:33:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
59.37 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU9NCJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.37 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
1.68 |
| Time value: |
0.07 |
| Break-even: |
76.68 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
7.36% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
4.08 |
| Rho: |
0.06 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
+5.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.62 |
| 1M High / 1M Low: |
2.01 |
1.42 |
| 6M High / 6M Low: |
2.09 |
1.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.39% |
| Volatility 6M: |
|
90.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
