Soc. Generale Call 65 0B2 20.12.2024
/ DE000SU718D6
Soc. Generale Call 65 0B2 20.12.2.../ DE000SU718D6 /
2024-08-30 9:42:30 PM |
Chg.+0.040 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+5.41% |
0.790 Bid Size: 3,800 |
0.830 Ask Size: 3,800 |
BAWAG GROUP AG |
65.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SU718D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
0.42 |
Time value: |
0.41 |
Break-even: |
73.20 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
3.80% |
Delta: |
0.68 |
Theta: |
-0.03 |
Omega: |
5.71 |
Rho: |
0.12 |
Quote data
Open: |
0.740 |
High: |
0.780 |
Low: |
0.740 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
+136.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.720 |
1M High / 1M Low: |
0.780 |
0.410 |
6M High / 6M Low: |
0.780 |
0.080 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.348 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.44% |
Volatility 6M: |
|
192.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |