Soc. Generale Call 59.37 OEWA 20.12.2024
/ DE000SU9NCJ4
Soc. Generale Call 59.37 OEWA 20..../ DE000SU9NCJ4 /
| 2024-07-26 7:04:24 PM |
Chg.-0.010 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-0.57% |
1.750
Bid Size: 1,800 |
1.830
Ask Size: 1,800 |
VERBUND AG INH... |
59.37 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
1.53 |
| Time value: |
0.33 |
| Break-even: |
77.77 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
5.08% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.35 |
| Rho: |
0.17 |
Quote data
| Open: |
1.600 |
| High: |
1.750 |
| Low: |
1.490 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.57% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.740 |
| 1M High / 1M Low: |
2.080 |
1.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
