Soc. Generale Call 75 SRE 21.06.2024
/ DE000SU2KJK8
Soc. Generale Call 75 SRE 21.06.2.../ DE000SU2KJK8 /
| 2024-05-21 8:16:10 AM |
Chg.0.000 |
Bid2:50:33 PM |
Ask2:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.300
Bid Size: 10,000 |
0.500
Ask Size: 10,000 |
Sempra |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2KJK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
17.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.28 |
| Time value: |
0.12 |
| Break-even: |
73.06 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
13.13 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+900.00% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
-38.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.270 |
0.056 |
| 6M High / 6M Low: |
0.580 |
0.014 |
| High (YTD): |
2024-01-05 |
0.550 |
| Low (YTD): |
2024-04-17 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.51% |
| Volatility 6M: |
|
344.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
