Soc. Generale Call 60 BNP 21.03.2025
/ DE000SU71834
Soc. Generale Call 60 BNP 21.03.2.../ DE000SU71834 /
30/08/2024 21:48:43 |
Chg.+0.020 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+3.08% |
0.680 Bid Size: 4,500 |
0.730 Ask Size: 4,500 |
BNP PARIBAS INH. ... |
60.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
SU7183 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.26 |
Time value: |
0.46 |
Break-even: |
67.20 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
4.35% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
5.69 |
Rho: |
0.19 |
Quote data
Open: |
0.660 |
High: |
0.700 |
Low: |
0.660 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.84% |
1 Month |
|
|
+3.08% |
3 Months |
|
|
-43.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.610 |
1M High / 1M Low: |
0.670 |
0.490 |
6M High / 6M Low: |
1.290 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.783 |
Avg. volume 6M: |
|
39.063 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.42% |
Volatility 6M: |
|
121.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |