Soc. Generale Call 115 ANA 20.09.2024
/ DE000SU75BK4
Soc. Generale Call 115 ANA 20.09..../ DE000SU75BK4 /
| 2024-05-22 9:52:05 AM |
Chg.-0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
ACCIONA ACCIONA, S.A... |
115.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU75BK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ACCIONA ACCIONA, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.11 |
| Break-even: |
125.60 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
10.12 |
| Rho: |
0.32 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+91.67% |
| 3 Months |
|
|
+58.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.490 |
| 1M High / 1M Low: |
0.570 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
