Soc. Generale Call 950 UU2 17.01.2025
/ DE000SU6E012
Soc. Generale Call 950 UU2 17.01..../ DE000SU6E012 /
| 2024-12-23 8:59:49 AM |
Chg.+0.130 |
Bid3:32:03 PM |
Ask3:32:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+17.81% |
0.900
Bid Size: 4,000 |
0.940
Ask Size: 4,000 |
BLACKROCK INC. ... |
950.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SU6E01 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.51 |
| Break-even: |
1,037.00 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.62 |
| Theta: |
-1.33 |
| Omega: |
7.06 |
| Rho: |
0.36 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
-3.37% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
+86.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.730 |
| 1M High / 1M Low: |
1.150 |
0.730 |
| 6M High / 6M Low: |
1.150 |
0.120 |
| High (YTD): |
2024-12-12 |
1.150 |
| Low (YTD): |
2024-06-12 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
111.628 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.41% |
| Volatility 6M: |
|
167.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
