Soc. Generale Call 24 VAS 20.12.2024
/ DE000SU135V5
Soc. Generale Call 24 VAS 20.12.2.../ DE000SU135V5 /
| 2024-06-03 9:43:31 PM |
Chg.-0.010 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
VOESTALPINE AG |
24.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU135V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.10 |
| Break-even: |
27.90 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.54 |
| Rho: |
0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
-41.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.270 |
| 6M High / 6M Low: |
0.660 |
0.270 |
| High (YTD): |
2024-01-02 |
0.590 |
| Low (YTD): |
2024-05-08 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.82% |
| Volatility 6M: |
|
100.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
