Soc. Generale Call 700 RAA 20.12.2024
/ DE000SU58G09
Soc. Generale Call 700 RAA 20.12..../ DE000SU58G09 /
| 04/10/2024 21:44:55 |
Chg.-0.060 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
-2.73% |
2.170
Bid Size: 1,400 |
2.250
Ask Size: 1,400 |
RATIONAL AG |
700.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU58G0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.27 |
| Parity: |
2.09 |
| Time value: |
0.16 |
| Break-even: |
925.00 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
3.69% |
| Delta: |
0.90 |
| Theta: |
-0.30 |
| Omega: |
3.63 |
| Rho: |
1.23 |
Quote data
| Open: |
2.190 |
| High: |
2.190 |
| Low: |
2.130 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.28% |
| 1 Month |
|
|
+18.89% |
| 3 Months |
|
|
+79.83% |
| YTD |
|
|
+140.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
2.080 |
| 1M High / 1M Low: |
2.260 |
1.750 |
| 6M High / 6M Low: |
2.260 |
1.040 |
| High (YTD): |
30/09/2024 |
2.260 |
| Low (YTD): |
05/01/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.46% |
| Volatility 6M: |
|
120.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
