Soc. Generale Call 66 0B2 20.12.2024
/ DE000SU7HAR7
Soc. Generale Call 66 0B2 20.12.2.../ DE000SU7HAR7 /
| 11/8/2024 10:12:42 AM |
Chg.+0.130 |
Bid7:28:52 PM |
Ask7:28:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+18.06% |
0.770
Bid Size: 3,900 |
0.840
Ask Size: 3,900 |
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: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.74 |
| Time value: |
0.13 |
| Break-even: |
74.60 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
6.97 |
| Rho: |
0.06 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.87% |
| 1 Month |
|
|
+93.18% |
| 3 Months |
|
|
+97.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.620 |
| 1M High / 1M Low: |
0.820 |
0.440 |
| 6M High / 6M Low: |
0.820 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.27% |
| Volatility 6M: |
|
184.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
