Soc. Generale Call 66 0B2 20.12.2024
/ DE000SU7HAR7
Soc. Generale Call 66 0B2 20.12.2.../ DE000SU7HAR7 /
| 2024-07-26 8:10:17 PM |
Chg.+0.010 |
Bid8:22:37 PM |
Ask8:22:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
0.640
Bid Size: 4,700 |
0.670
Ask Size: 4,700 |
BAWAG GROUP AG |
66.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.62 |
| Break-even: |
72.50 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
5.90 |
| Rho: |
0.13 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+220.00% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.630 |
| 1M High / 1M Low: |
0.710 |
0.200 |
| 6M High / 6M Low: |
0.710 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.21% |
| Volatility 6M: |
|
200.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
