Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 18/09/2024 09:09:39 |
Chg.-0.080 |
Bid19:37:12 |
Ask19:37:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-8.70% |
0.880
Bid Size: 3,500 |
0.920
Ask Size: 3,500 |
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: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.55 |
| Time value: |
0.30 |
| Break-even: |
72.50 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.90 |
| Rho: |
0.11 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+1277.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.790 |
| 1M High / 1M Low: |
0.920 |
0.660 |
| 6M High / 6M Low: |
0.920 |
0.120 |
| High (YTD): |
17/09/2024 |
0.920 |
| Low (YTD): |
17/01/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.15% |
| Volatility 6M: |
|
174.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
