Soc. Generale Call 62 0B2 20.12.2024
/ DE000SU5EFZ0
Soc. Generale Call 62 0B2 20.12.2.../ DE000SU5EFZ0 /
| 2024-11-08 9:35:00 AM |
Chg.+0.11 |
Bid5:09:31 PM |
Ask5:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+10.09% |
1.12
Bid Size: 4,000 |
1.18
Ask Size: 4,000 |
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: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
1.14 |
| Time value: |
0.11 |
| Break-even: |
74.40 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
5.08% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.15 |
| Rho: |
0.06 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+84.62% |
| YTD |
|
|
+1400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.97 |
| 1M High / 1M Low: |
1.13 |
0.70 |
| 6M High / 6M Low: |
1.15 |
0.29 |
| High (YTD): |
2024-09-23 |
1.15 |
| Low (YTD): |
2024-01-17 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.85% |
| Volatility 6M: |
|
156.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
