Soc. Generale Call 6.2 TUI1 21.03.2025
/ DE000SU61G79
Soc. Generale Call 6.2 TUI1 21.03.../ DE000SU61G79 /
| 2024-12-23 9:48:29 PM |
Chg.+0.020 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+0.84% |
2.410
Bid Size: 4,000 |
2.580
Ask Size: 4,000 |
TUI AG |
6.20 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SU61G7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.20 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
2.34 |
| Time value: |
0.18 |
| Break-even: |
8.72 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
4.56% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
3.03 |
| Rho: |
0.01 |
Quote data
| Open: |
2.360 |
| High: |
2.550 |
| Low: |
2.360 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.73% |
| 1 Month |
|
|
+61.07% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.050 |
| 1M High / 1M Low: |
2.500 |
1.470 |
| 6M High / 6M Low: |
2.500 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.270 |
| Avg. volume 6M: |
|
6.107 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.52% |
| Volatility 6M: |
|
131.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
