Soc. Generale Call 22 BATS 21.06.2024
/ DE000SU6PYX0
Soc. Generale Call 22 BATS 21.06..../ DE000SU6PYX0 /
| 2024-05-23 4:54:20 PM |
Chg.-0.030 |
Bid5:33:39 PM |
Ask5:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
British American Tob... |
22.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SU6PYX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.01 |
| Break-even: |
29.15 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
8.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
+12.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.340 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
