Soc. Generale Call 38 DSY 21.06.2024
/ DE000SU1W4G6
Soc. Generale Call 38 DSY 21.06.2.../ DE000SU1W4G6 /
| 2024-05-28 8:40:47 AM |
Chg.- |
Bid7:58:27 AM |
Ask7:58:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
- |
0.110
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
Dassault Systemes SE |
38.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU1W4G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.08 |
| Break-even: |
39.70 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
14.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-75.81% |
| YTD |
|
|
-82.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.110 |
| 1M High / 1M Low: |
0.200 |
0.075 |
| 6M High / 6M Low: |
1.160 |
0.075 |
| High (YTD): |
2024-01-31 |
1.160 |
| Low (YTD): |
2024-05-03 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.22% |
| Volatility 6M: |
|
211.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
