Soc. Generale Call 215 UNP 20.03.2026
/ DE000SU5XGD5
Soc. Generale Call 215 UNP 20.03..../ DE000SU5XGD5 /
| 2024-05-28 10:06:03 AM |
Chg.-0.17 |
Bid5:34:33 PM |
Ask5:34:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
-4.13% |
4.12
Bid Size: 40,000 |
4.15
Ask Size: 40,000 |
Union Pacific Corp |
215.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
SU5XGD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.57 |
| Time value: |
2.63 |
| Break-even: |
239.95 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
3.72 |
| Rho: |
2.07 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
3.95 |
| Previous Close: |
4.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.63% |
| 1 Month |
|
|
-24.18% |
| 3 Months |
|
|
-34.17% |
| YTD |
|
|
-28.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.04 |
4.12 |
| 1M High / 1M Low: |
5.33 |
4.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-26 |
6.17 |
| Low (YTD): |
2024-05-27 |
4.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
