Soc. Generale Call 0.7 VOD 20.09.2024
/ DE000SU6PZF4
Soc. Generale Call 0.7 VOD 20.09..../ DE000SU6PZF4 /
| 2024-05-21 9:53:42 AM |
Chg.-0.090 |
Bid10:21:03 AM |
Ask10:21:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-9.89% |
0.830
Bid Size: 25,000 |
1.030
Ask Size: 25,000 |
Vodafone Group PLC O... |
0.70 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU6PZF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.70 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.84 |
| Time value: |
0.27 |
| Break-even: |
0.93 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
21.98% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
6.46 |
| Rho: |
0.00 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.67% |
| 1 Month |
|
|
+121.62% |
| 3 Months |
|
|
+43.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.600 |
| 1M High / 1M Low: |
0.920 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
