Soc. Generale Call 90 EVD 20.09.2024
/ DE000SU74SW6
Soc. Generale Call 90 EVD 20.09.2.../ DE000SU74SW6 /
10/09/2024 14:23:19 |
Chg.-0.007 |
Bid15:11:38 |
Ask15:11:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-8.43% |
0.070 Bid Size: 10,000 |
0.080 Ask Size: 10,000 |
CTS EVENTIM KGAA |
90.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SU74SW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
20/09/2024 |
Issue date: |
09/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
79.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
-0.29 |
Time value: |
0.11 |
Break-even: |
91.10 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
4.15 |
Spread abs.: |
0.01 |
Spread %: |
11.11% |
Delta: |
0.32 |
Theta: |
-0.10 |
Omega: |
25.23 |
Rho: |
0.01 |
Quote data
Open: |
0.083 |
High: |
0.092 |
Low: |
0.070 |
Previous Close: |
0.083 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.39% |
1 Month |
|
|
+15.15% |
3 Months |
|
|
-68.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.093 |
0.051 |
1M High / 1M Low: |
0.230 |
0.038 |
6M High / 6M Low: |
0.580 |
0.038 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
805.69% |
Volatility 6M: |
|
402.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |