Soc. Generale Call 3.8 DEZ 21.06.2024
/ DE000SU1NQ66
Soc. Generale Call 3.8 DEZ 21.06..../ DE000SU1NQ66 /
| 2024-06-07 9:51:14 PM |
Chg.-0.050 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-3.79% |
1.270
Bid Size: 3,000 |
1.410
Ask Size: 3,000 |
DEUTZ AG O.N. |
3.80 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU1NQ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.33 |
| Parity: |
1.34 |
| Time value: |
0.06 |
| Break-even: |
5.19 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.10 |
| Spread %: |
7.75% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.00 |
Quote data
| Open: |
1.310 |
| High: |
1.340 |
| Low: |
1.270 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.97% |
| 1 Month |
|
|
-23.95% |
| 3 Months |
|
|
-37.44% |
| YTD |
|
|
+9.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.270 |
| 1M High / 1M Low: |
1.690 |
1.270 |
| 6M High / 6M Low: |
2.410 |
0.660 |
| High (YTD): |
2024-04-11 |
2.410 |
| Low (YTD): |
2024-01-17 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.43% |
| Volatility 6M: |
|
123.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
