Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 2024-07-05 5:51:07 PM |
Chg.+0.010 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.550
Bid Size: 5,500 |
0.580
Ask Size: 5,500 |
BAWAG GROUP AG |
64.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU5EF0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.55 |
| Break-even: |
69.70 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.54 |
| Rho: |
0.15 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.66% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+205.56% |
| YTD |
|
|
+746.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.290 |
| 1M High / 1M Low: |
0.540 |
0.200 |
| 6M High / 6M Low: |
0.540 |
0.029 |
| High (YTD): |
2024-07-04 |
0.540 |
| Low (YTD): |
2024-01-17 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.86% |
| Volatility 6M: |
|
207.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
