Soc. Generale Call 70 SRE 21.06.2024
/ DE000SU2KJJ0
Soc. Generale Call 70 SRE 21.06.2.../ DE000SU2KJJ0 /
| 2024-05-21 8:16:10 AM |
Chg.-0.010 |
Bid9:10:43 PM |
Ask9:10:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.790
Bid Size: 45,000 |
-
Ask Size: - |
Sempra |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2KJJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.74 |
| Time value: |
0.05 |
| Break-even: |
72.35 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
8.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+292.31% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
-30.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.520 |
0.210 |
| 6M High / 6M Low: |
0.890 |
0.084 |
| High (YTD): |
2024-01-05 |
0.870 |
| Low (YTD): |
2024-04-17 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.47% |
| Volatility 6M: |
|
213.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
