Soc. Generale Call 62 0B2 20.12.2024
/ DE000SU5EFZ0
Soc. Generale Call 62 0B2 20.12.2.../ DE000SU5EFZ0 /
| 2024-07-26 8:04:55 PM |
Chg.+0.010 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+1.15% |
0.880
Bid Size: 3,500 |
0.910
Ask Size: 3,500 |
BAWAG GROUP AG |
62.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU5EFZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.46 |
| Break-even: |
70.90 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.15 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
+131.58% |
| YTD |
|
|
+1000.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
0.970 |
0.330 |
| 6M High / 6M Low: |
0.970 |
0.055 |
| High (YTD): |
2024-07-23 |
0.970 |
| Low (YTD): |
2024-01-17 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.78% |
| Volatility 6M: |
|
192.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
