Soc. Generale Call 64 0B2 20.12.2024
/ DE000SU5EF09
Soc. Generale Call 64 0B2 20.12.2.../ DE000SU5EF09 /
| 10/18/2024 9:16:36 AM |
Chg.-0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-4.94% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
0.18 |
| Break-even: |
72.90 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
6.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
-17.20% |
| 3 Months |
|
|
-1.28% |
| YTD |
|
|
+1162.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.990 |
0.490 |
| 6M High / 6M Low: |
0.990 |
0.210 |
| High (YTD): |
9/23/2024 |
0.990 |
| Low (YTD): |
1/17/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.76% |
| Volatility 6M: |
|
170.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
