Soc. Generale Call 95 NET 20.09.2024
/ DE000SU6C2H7
Soc. Generale Call 95 NET 20.09.2.../ DE000SU6C2H7 /
| 2024-07-10 9:48:46 PM |
Chg.-0.040 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
0.370
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
Cloudflare Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU6C2H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
-1.15 |
| Time value: |
0.40 |
| Break-even: |
91.85 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.35 |
| Theta: |
-0.05 |
| Omega: |
6.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.310 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
-76.77% |
| YTD |
|
|
-71.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.210 |
| 6M High / 6M Low: |
2.550 |
0.140 |
| High (YTD): |
2024-02-09 |
2.550 |
| Low (YTD): |
2024-06-03 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.16% |
| Volatility 6M: |
|
207.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
