Soc. Generale Call 66 0B2 20.12.2024
/ DE000SU7HAR7
Soc. Generale Call 66 0B2 20.12.2.../ DE000SU7HAR7 /
8/30/2024 9:51:35 PM |
Chg.+0.030 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+4.35% |
0.720 Bid Size: 4,200 |
0.760 Ask Size: 4,200 |
BAWAG GROUP AG |
66.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU7HAR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
0.32 |
Time value: |
0.44 |
Break-even: |
73.50 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.65 |
Theta: |
-0.03 |
Omega: |
6.00 |
Rho: |
0.11 |
Quote data
Open: |
0.680 |
High: |
0.720 |
Low: |
0.670 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
+148.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.660 |
1M High / 1M Low: |
0.720 |
0.370 |
6M High / 6M Low: |
0.720 |
0.072 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.320 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.71% |
Volatility 6M: |
|
188.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |