Soc. Generale Call 3.5 BSD2 21.03.2025
/ DE000SU776J1
Soc. Generale Call 3.5 BSD2 21.03.../ DE000SU776J1 /
| 2024-05-28 9:50:28 PM |
Chg.0.000 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
0.00% |
1.430
Bid Size: 2,100 |
1.450
Ask Size: 2,100 |
BCO SANTANDER N.EO0,... |
3.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SU776J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.18 |
| Break-even: |
4.94 |
| Moneyness: |
1.36 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.98 |
| Rho: |
0.02 |
Quote data
| Open: |
1.410 |
| High: |
1.440 |
| Low: |
1.410 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-2.07% |
| 3 Months |
|
|
+136.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.400 |
| 1M High / 1M Low: |
1.520 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
