Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 04/10/2024 21:43:28 |
Chg.+0.060 |
Bid04/10/2024 |
Ask04/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+12.50% |
0.540
Bid Size: 5,600 |
0.580
Ask Size: 5,600 |
BAWAG GROUP AG |
64.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.35 |
| Break-even: |
69.70 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
7.31 |
| Rho: |
0.07 |
Quote data
| Open: |
0.500 |
| High: |
0.580 |
| Low: |
0.500 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-34.94% |
| 3 Months |
|
|
-1.82% |
| YTD |
|
|
+730.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.480 |
| 1M High / 1M Low: |
0.980 |
0.480 |
| 6M High / 6M Low: |
0.980 |
0.150 |
| High (YTD): |
20/09/2024 |
0.980 |
| Low (YTD): |
17/01/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.27% |
| Volatility 6M: |
|
189.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
