Soc. Generale Call 2 BARC 20.12.2024
/ DE000SU9XGB1
Soc. Generale Call 2 BARC 20.12.2.../ DE000SU9XGB1 /
| 2024-05-23 2:05:22 PM |
Chg.+0.030 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.370
Bid Size: 100,000 |
0.390
Ask Size: 100,000 |
Barclays PLC ORD 25P |
2.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU9XGB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.12 |
| Time value: |
0.24 |
| Break-even: |
2.71 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
4.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+60.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.400 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
