Soc. Generale Call 1.8 BARC 20.09.2024
/ DE000SU2GWD4
Soc. Generale Call 1.8 BARC 20.09.../ DE000SU2GWD4 /
| 2024-05-31 9:50:31 PM |
Chg.+0.020 |
Bid9:56:00 PM |
Ask9:56:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+4.00% |
0.530
Bid Size: 5,700 |
0.560
Ask Size: 5,700 |
Barclays PLC ORD 25P |
1.80 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU2GWD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.80 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
0.46 |
| Time value: |
0.10 |
| Break-even: |
2.67 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
3.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+40.54% |
| 3 Months |
|
|
+246.67% |
| YTD |
|
|
+550.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.520 |
0.350 |
| 6M High / 6M Low: |
0.520 |
0.042 |
| High (YTD): |
2024-05-31 |
0.520 |
| Low (YTD): |
2024-01-17 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.92% |
| Volatility 6M: |
|
158.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
