Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 7/12/2024 4:43:52 PM |
Chg.+0.010 |
Bid5:15:26 PM |
Ask5:15:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.700
Bid Size: 7,000 |
0.720
Ask Size: 7,000 |
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: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.21 |
| Time value: |
0.48 |
| Break-even: |
70.90 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.06 |
| Rho: |
0.15 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.64% |
| 1 Month |
|
|
+134.48% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+946.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
0.670 |
0.200 |
| 6M High / 6M Low: |
0.670 |
0.029 |
| High (YTD): |
7/11/2024 |
0.670 |
| Low (YTD): |
1/17/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.39% |
| Volatility 6M: |
|
205.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
