Soc. Generale Call 5.5 BKT 20.09.2024
/ DE000SU765U1
Soc. Generale Call 5.5 BKT 20.09..../ DE000SU765U1 /
| 2024-06-06 9:53:04 AM |
Chg.-0.18 |
Bid8:46:43 PM |
Ask8:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-7.96% |
2.33
Bid Size: 4,000 |
2.50
Ask Size: 4,000 |
BANKINTER BANKINTER,... |
5.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU765U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANKINTER BANKINTER, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
2.11 |
| Time value: |
0.12 |
| Break-even: |
7.73 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.16 |
| Spread %: |
7.73% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
3.17 |
| Rho: |
0.01 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.79% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
+133.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.26 |
| 1M High / 1M Low: |
2.65 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
