Soc. Generale Call 760 AEX 21.03.2025
/ DE000SU2K2R0
Soc. Generale Call 760 AEX 21.03..../ DE000SU2K2R0 /
| 08/11/2024 10:20:57 |
Chg.-0.12 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.35EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
- |
760.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SU2K2R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
21/03/2025 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
5.71 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
5.71 |
| Time value: |
0.69 |
| Break-even: |
888.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.90 |
| Theta: |
-0.13 |
| Omega: |
6.15 |
| Rho: |
2.38 |
Quote data
| Open: |
6.35 |
| High: |
6.35 |
| Low: |
6.35 |
| Previous Close: |
6.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.63% |
| 1 Month |
|
|
-22.37% |
| 3 Months |
|
|
-13.49% |
| YTD |
|
|
+77.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.09 |
6.35 |
| 1M High / 1M Low: |
8.77 |
6.35 |
| 6M High / 6M Low: |
9.91 |
5.63 |
| High (YTD): |
11/07/2024 |
9.91 |
| Low (YTD): |
17/01/2024 |
2.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.29% |
| Volatility 6M: |
|
77.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
