Soc. Generale Call 2.5 BSD2 15.12.2023
/ DE000SN4NV04
Soc. Generale Call 2.5 BSD2 15.12.../ DE000SN4NV04 /
| 3/23/2023 9:39:39 AM |
Chg.-0.02 |
Bid3:09:34 PM |
Ask3:09:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-1.90% |
1.00
Bid Size: 70,000 |
1.01
Ask Size: 70,000 |
BCO SANTANDER N.EO0,... |
2.50 - |
12/15/2023 |
Call |
Master data
| WKN: |
SN4NV0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
12/15/2023 |
| Issue date: |
7/8/2022 |
| Last trading day: |
12/14/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
0.88 |
| Time value: |
0.12 |
| Break-even: |
3.50 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.19% |
| 1 Month |
|
|
-8.04% |
| 3 Months |
|
|
+87.27% |
| YTD |
|
|
+83.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.85 |
| 1M High / 1M Low: |
1.42 |
0.85 |
| 6M High / 6M Low: |
1.42 |
0.34 |
| High (YTD): |
3/6/2023 |
1.42 |
| Low (YTD): |
1/2/2023 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
46.88 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.49% |
| Volatility 6M: |
|
108.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |