Soc. Generale Call 10700 FIE/S 20.09.2024
/ DE000SU9YMM4
Soc. Generale Call 10700 FIE/S 20.../ DE000SU9YMM4 /
| 2024-06-06 8:32:20 AM |
Chg.+0.020 |
Bid2:31:01 PM |
Ask2:31:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
0.840
Bid Size: 250,000 |
0.850
Ask Size: 250,000 |
IBEX PLUS FIE |
10,700.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU9YMM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBEX PLUS FIE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,700.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
0.65 |
| Time value: |
0.20 |
| Break-even: |
11,550.00 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.83 |
| Theta: |
-1.91 |
| Omega: |
11.06 |
| Rho: |
24.83 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.13% |
| 1 Month |
|
|
+54.72% |
| 3 Months |
|
|
+276.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.640 |
| 1M High / 1M Low: |
0.860 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
