Soc. Generale Call 1.6 BARC 20.12.2024
/ DE000SU79654
Soc. Generale Call 1.6 BARC 20.12.../ DE000SU79654 /
| 2024-05-22 1:01:43 PM |
Chg.+0.030 |
Bid5:30:09 PM |
Ask5:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+4.23% |
0.680
Bid Size: 4,500 |
0.710
Ask Size: 4,500 |
Barclays PLC ORD 25P |
1.60 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU7965 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.60 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: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
0.66 |
| Time value: |
0.11 |
| Break-even: |
2.64 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.740 |
| Low: |
0.730 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+60.87% |
| 3 Months |
|
|
+208.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.700 |
| 1M High / 1M Low: |
0.740 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
