Soc. Generale Call 11.32 AOMD 20.09.2024
/ DE000SU7Z924
Soc. Generale Call 11.32 AOMD 20..../ DE000SU7Z924 /
| 2024-05-31 11:16:37 AM |
Chg.-0.150 |
Bid11:49:32 AM |
Ask11:49:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.790EUR |
-1.89% |
7.610
Bid Size: 8,000 |
7.660
Ask Size: 8,000 |
ALSTOM S.A. INH. ... |
11.32 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU7Z92 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.32 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1.06 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.05 |
| Intrinsic value: |
7.83 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.55 |
| Parity: |
7.83 |
| Time value: |
0.38 |
| Break-even: |
19.06 |
| Moneyness: |
1.65 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.61% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.26 |
| Rho: |
0.03 |
Quote data
| Open: |
7.980 |
| High: |
8.040 |
| Low: |
7.790 |
| Previous Close: |
7.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+107.18% |
| 3 Months |
|
|
+270.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.170 |
7.130 |
| 1M High / 1M Low: |
8.170 |
3.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
