Soc. Generale Call 5.8 BKT 21.06.2024
/ DE000SU7M0U1
Soc. Generale Call 5.8 BKT 21.06..../ DE000SU7M0U1 /
2024-06-06 10:11:40 AM |
Chg.-0.13 |
Bid10:29:31 AM |
Ask10:29:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
-6.70% |
1.81 Bid Size: 10,000 |
1.85 Ask Size: 10,000 |
BANKINTER BANKINTER,... |
5.80 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SU7M0U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BANKINTER BANKINTER, S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.80 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.82 |
Intrinsic value: |
1.81 |
Implied volatility: |
1.23 |
Historic volatility: |
0.22 |
Parity: |
1.81 |
Time value: |
0.12 |
Break-even: |
7.73 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.18 |
Spread %: |
10.29% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
3.50 |
Rho: |
0.00 |
Quote data
Open: |
1.81 |
High: |
1.81 |
Low: |
1.81 |
Previous Close: |
1.94 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.84% |
1 Month |
|
|
+11.73% |
3 Months |
|
|
+191.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.36 |
1.94 |
1M High / 1M Low: |
2.36 |
1.59 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |