Soc. Generale Call 10200 FIE/S 20.09.2024
/ DE000SU2USN2
Soc. Generale Call 10200 FIE/S 20.../ DE000SU2USN2 /
| 2024-05-06 8:08:18 AM |
Chg.-0.010 |
Bid6:25:23 PM |
Ask6:25:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.920
Bid Size: 175,000 |
0.930
Ask Size: 175,000 |
IBEX PLUS FIE |
10,200.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU2USN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBEX PLUS FIE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,200.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.12 |
| Parity: |
0.65 |
| Time value: |
0.26 |
| Break-even: |
11,110.00 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.81 |
| Theta: |
-1.82 |
| Omega: |
9.68 |
| Rho: |
29.63 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.24% |
| 1 Month |
|
|
-2.20% |
| 3 Months |
|
|
+134.21% |
| YTD |
|
|
+97.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.880 |
| 1M High / 1M Low: |
1.130 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-29 |
1.130 |
| Low (YTD): |
2024-02-19 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
