Soc. Generale Call 9624.41 DP4B 20.09.2024
/ DE000SU1VHR6
Soc. Generale Call 9624.41 DP4B 2.../ DE000SU1VHR6 /
8/1/2024 5:54:15 PM |
Chg.-0.290 |
Bid6:14:54 PM |
Ask6:14:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.370EUR |
-10.90% |
2.370 Bid Size: 1,300 |
2.460 Ask Size: 1,300 |
A.P.MOELL.-M.NAM B D... |
9,624.41 DKK |
9/20/2024 |
Call |
Master data
WKN: |
SU1VHR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
A.P.MOELL.-M.NAM B DK1000 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9,624.41 DKK |
Maturity: |
9/20/2024 |
Issue date: |
11/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
96.15:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.57 |
Historic volatility: |
0.43 |
Parity: |
2.30 |
Time value: |
0.45 |
Break-even: |
1,554.12 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.04 |
Spread %: |
1.48% |
Delta: |
0.81 |
Theta: |
-0.96 |
Omega: |
4.62 |
Rho: |
1.31 |
Quote data
Open: |
2.650 |
High: |
2.770 |
Low: |
2.370 |
Previous Close: |
2.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.75% |
1 Month |
|
|
-47.45% |
3 Months |
|
|
+8.72% |
YTD |
|
|
-37.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
1.690 |
1M High / 1M Low: |
4.850 |
1.690 |
6M High / 6M Low: |
4.850 |
1.020 |
High (YTD): |
1/4/2024 |
6.070 |
Low (YTD): |
3/26/2024 |
1.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.810 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.405 |
Avg. volume 6M: |
|
28.346 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.41% |
Volatility 6M: |
|
169.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |