Soc. Generale Call 90 SRE 20.12.2024
/ DE000SU2TEY1
Soc. Generale Call 90 SRE 20.12.2.../ DE000SU2TEY1 /
| 2024-06-07 2:29:12 PM |
Chg.-0.022 |
Bid3:11:09 PM |
Ask3:11:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-28.21% |
0.052
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
Sempra |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TEY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-1.29 |
| Time value: |
0.09 |
| Break-even: |
83.50 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
12.99% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
13.68 |
| Rho: |
0.06 |
Quote data
| Open: |
0.050 |
| High: |
0.057 |
| Low: |
0.049 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.12% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-68.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.078 |
| 1M High / 1M Low: |
0.110 |
0.049 |
| 6M High / 6M Low: |
0.230 |
0.021 |
| High (YTD): |
2024-01-08 |
0.220 |
| Low (YTD): |
2024-03-25 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.43% |
| Volatility 6M: |
|
278.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
