Soc. Generale Call 650 RAA 20.12.2024
/ DE000SU6PST0
Soc. Generale Call 650 RAA 20.12..../ DE000SU6PST0 /
| 09/08/2024 11:11:05 |
Chg.-0.10 |
Bid11:52:14 |
Ask11:52:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-4.31% |
2.19
Bid Size: 3,000 |
2.27
Ask Size: 3,000 |
RATIONAL AG |
650.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU6PST |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
2.17 |
| Time value: |
0.26 |
| Break-even: |
892.00 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
2.98% |
| Delta: |
0.88 |
| Theta: |
-0.24 |
| Omega: |
3.15 |
| Rho: |
1.90 |
Quote data
| Open: |
2.17 |
| High: |
2.22 |
| Low: |
2.17 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.10% |
| 1 Month |
|
|
+52.05% |
| 3 Months |
|
|
+16.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.41 |
| 1M High / 1M Low: |
2.34 |
1.41 |
| 6M High / 6M Low: |
2.34 |
1.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.99% |
| Volatility 6M: |
|
113.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
