Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 7/26/2024 9:35:54 PM |
Chg.0.000 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
0.770
Bid Size: 4,000 |
0.800
Ask Size: 4,000 |
BAWAG GROUP AG |
64.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.23 |
| Time value: |
0.53 |
| Break-even: |
71.60 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
5.50 |
| Rho: |
0.14 |
Quote data
| Open: |
0.710 |
| High: |
0.760 |
| Low: |
0.710 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+1053.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.750 |
| 1M High / 1M Low: |
0.840 |
0.250 |
| 6M High / 6M Low: |
0.840 |
0.045 |
| High (YTD): |
7/23/2024 |
0.840 |
| Low (YTD): |
1/17/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.72% |
| Volatility 6M: |
|
200.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
