Soc. Generale Call 240 UNP 20.03.2026
/ DE000SU5XGE3
Soc. Generale Call 240 UNP 20.03..../ DE000SU5XGE3 /
2024-05-28 3:51:08 PM |
Chg.+0.010 |
Bid3:54:41 PM |
Ask3:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.890EUR |
+0.35% |
2.880 Bid Size: 45,000 |
2.910 Ask Size: 45,000 |
Union Pacific Corp |
240.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
SU5XGE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Union Pacific Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
7.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-0.73 |
Time value: |
2.97 |
Break-even: |
250.67 |
Moneyness: |
0.97 |
Premium: |
0.17 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
1.02% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
4.36 |
Rho: |
1.81 |
Quote data
Open: |
2.690 |
High: |
2.970 |
Low: |
2.690 |
Previous Close: |
2.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.25% |
1 Month |
|
|
-28.29% |
3 Months |
|
|
-39.54% |
YTD |
|
|
-31.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.220 |
2.880 |
1M High / 1M Low: |
4.010 |
2.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-23 |
4.940 |
Low (YTD): |
2024-05-27 |
2.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.619 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |