Soc. Generale Call 1.4 BARC 20.12.2024
/ DE000SU79647
Soc. Generale Call 1.4 BARC 20.12.../ DE000SU79647 /
2024-05-15 10:14:41 AM |
Chg.+0.050 |
Bid7:13:25 PM |
Ask7:13:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+5.62% |
0.890 Bid Size: 3,400 |
0.940 Ask Size: 3,400 |
Barclays PLC ORD 25P |
1.40 GBP |
2024-12-20 |
Call |
Master data
WKN: |
SU7964 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barclays PLC ORD 25P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.40 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.50 |
Historic volatility: |
0.29 |
Parity: |
0.90 |
Time value: |
0.08 |
Break-even: |
2.61 |
Moneyness: |
1.55 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
5.38% |
Delta: |
0.92 |
Theta: |
0.00 |
Omega: |
2.37 |
Rho: |
0.01 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.05% |
1 Month |
|
|
+56.67% |
3 Months |
|
|
+347.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.870 |
1M High / 1M Low: |
0.900 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.740 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |