Soc. Generale Call 5.4 BKT 21.06.2024
/ DE000SU7VBY2
Soc. Generale Call 5.4 BKT 21.06..../ DE000SU7VBY2 /
| 2024-06-06 9:06:44 AM |
Chg.-0.12 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
BANKINTER BANKINTER,... |
5.40 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU7VBY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANKINTER BANKINTER, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.22 |
| Parity: |
2.21 |
| Time value: |
0.12 |
| Break-even: |
7.73 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.19 |
| Spread %: |
8.88% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.00 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
+12.69% |
| 3 Months |
|
|
+155.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.34 |
| 1M High / 1M Low: |
2.79 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
