Soc. Generale Call 850 RAA 20.12.2024
/ DE000SU58G33
Soc. Generale Call 850 RAA 20.12..../ DE000SU58G33 /
| 16/08/2024 14:20:48 |
Chg.-0.050 |
Bid14:59:32 |
Ask14:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
0.860
Bid Size: 4,000 |
0.880
Ask Size: 4,000 |
RATIONAL AG |
850.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU58G3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.57 |
| Break-even: |
949.00 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.66 |
| Theta: |
-0.31 |
| Omega: |
5.93 |
| Rho: |
1.68 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.88% |
| 1 Month |
|
|
+128.21% |
| 3 Months |
|
|
+45.90% |
| YTD |
|
|
+140.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.680 |
| 1M High / 1M Low: |
0.940 |
0.320 |
| 6M High / 6M Low: |
0.940 |
0.320 |
| High (YTD): |
15/08/2024 |
0.940 |
| Low (YTD): |
05/01/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.41% |
| Volatility 6M: |
|
203.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
