Soc. Generale Call 60 NDA 20.09.2024
/ DE000SU74SM7
Soc. Generale Call 60 NDA 20.09.2.../ DE000SU74SM7 /
| 2024-07-26 6:17:18 PM |
Chg.+0.01 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+0.82% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU74SM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
1.14 |
| Time value: |
0.11 |
| Break-even: |
72.40 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.07 |
| Rho: |
0.08 |
Quote data
| Open: |
1.26 |
| High: |
1.28 |
| Low: |
1.21 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-19.08% |
| 3 Months |
|
|
-32.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.17 |
| 1M High / 1M Low: |
2.04 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
