Soc. Generale Call 12 AOMD 21.06.2024
/ DE000SU2GKQ1
Soc. Generale Call 12 AOMD 21.06..../ DE000SU2GKQ1 /
| 2024-05-23 5:47:49 PM |
Chg.+0.150 |
Bid6:53:43 PM |
Ask6:53:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.150EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
12.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU2GKQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.17 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.54 |
| Parity: |
6.14 |
| Time value: |
0.13 |
| Break-even: |
18.26 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.13% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.78 |
| Rho: |
0.01 |
Quote data
| Open: |
6.000 |
| High: |
6.330 |
| Low: |
6.000 |
| Previous Close: |
6.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.02% |
| 1 Month |
|
|
+75.21% |
| 3 Months |
|
|
+376.74% |
| YTD |
|
|
+205.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.150 |
5.970 |
| 1M High / 1M Low: |
6.460 |
3.230 |
| 6M High / 6M Low: |
6.460 |
1.080 |
| High (YTD): |
2024-05-14 |
6.460 |
| Low (YTD): |
2024-02-13 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.82% |
| Volatility 6M: |
|
175.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
