Soc. Generale Call 60 0B2 20.12.2024
/ DE000SU5EFY3
Soc. Generale Call 60 0B2 20.12.2.../ DE000SU5EFY3 /
| 7/12/2024 9:04:32 AM |
Chg.+0.070 |
Bid9:03:33 PM |
Ask9:03:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+8.24% |
0.930
Bid Size: 3,300 |
0.960
Ask Size: 3,300 |
BAWAG GROUP AG |
60.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU5EFY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.61 |
| Time value: |
0.35 |
| Break-even: |
69.60 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.07 |
| Rho: |
0.17 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
+104.44% |
| 3 Months |
|
|
+178.79% |
| YTD |
|
|
+922.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.760 |
| 1M High / 1M Low: |
0.850 |
0.380 |
| 6M High / 6M Low: |
0.850 |
0.049 |
| High (YTD): |
7/11/2024 |
0.850 |
| Low (YTD): |
1/17/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.66% |
| Volatility 6M: |
|
176.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
