Soc. Generale Call 115 SREN 21.06.2024
/ DE000SU1VK62
Soc. Generale Call 115 SREN 21.06.../ DE000SU1VK62 /
| 2024-06-03 1:24:43 PM |
Chg.+0.091 |
Bid7:16:21 PM |
Ask7:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+131.88% |
0.100
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
SWISS RE N |
115.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SU1VK6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.11 |
| Time value: |
0.17 |
| Break-even: |
119.18 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
30.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.069 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+128.57% |
| 1 Month |
|
|
+15900.00% |
| 3 Months |
|
|
+142.42% |
| YTD |
|
|
+321.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.069 |
| 1M High / 1M Low: |
0.110 |
0.001 |
| 6M High / 6M Low: |
0.340 |
0.001 |
| High (YTD): |
2024-03-27 |
0.340 |
| Low (YTD): |
2024-05-03 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
38.095 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
6.452 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6,625.12% |
| Volatility 6M: |
|
2,704.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
