Soc. Generale Call 650 RAA 20.12.2024
/ DE000SU6PST0
Soc. Generale Call 650 RAA 20.12..../ DE000SU6PST0 /
| 2024-07-12 1:16:37 PM |
Chg.+0.01 |
Bid1:48:59 PM |
Ask1:48:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+0.65% |
1.55
Bid Size: 4,000 |
1.58
Ask Size: 4,000 |
RATIONAL AG |
650.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU6PST |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
1.19 |
| Time value: |
0.42 |
| Break-even: |
810.00 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
0.78 |
| Theta: |
-0.24 |
| Omega: |
3.77 |
| Rho: |
1.95 |
Quote data
| Open: |
1.53 |
| High: |
1.55 |
| Low: |
1.51 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.65% |
| 3 Months |
|
|
-13.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.46 |
| 1M High / 1M Low: |
2.08 |
1.46 |
| 6M High / 6M Low: |
2.08 |
1.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.80% |
| Volatility 6M: |
|
94.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
