Soc. Generale Call 30 BFSA 20.09.2024
/ DE000SU65LL2
Soc. Generale Call 30 BFSA 20.09..../ DE000SU65LL2 /
2024-06-04 4:34:38 PM |
Chg.+0.030 |
Bid5:31:19 PM |
Ask5:31:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+7.50% |
- Bid Size: - |
- Ask Size: - |
BEFESA S.A. ORD. O.N... |
30.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SU65LL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BEFESA S.A. ORD. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-19 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.22 |
Historic volatility: |
0.40 |
Parity: |
0.37 |
Time value: |
0.06 |
Break-even: |
34.30 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
6.83 |
Rho: |
0.07 |
Quote data
Open: |
0.430 |
High: |
0.440 |
Low: |
0.420 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.42% |
1 Month |
|
|
+72.00% |
3 Months |
|
|
+19.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.400 |
1M High / 1M Low: |
0.550 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |