Soc. Generale Call 325 UNP 20.03.2026
/ DE000SU5XJV1
Soc. Generale Call 325 UNP 20.03..../ DE000SU5XJV1 /
2024-05-27 9:49:33 PM |
Chg.-0.040 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-5.19% |
0.730 Bid Size: 4,200 |
0.800 Ask Size: 4,200 |
Union Pacific Corp |
325.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
SU5XJV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Union Pacific Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
325.00 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: |
26.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-8.57 |
Time value: |
0.81 |
Break-even: |
307.73 |
Moneyness: |
0.71 |
Premium: |
0.44 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
6.33 |
Rho: |
0.78 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.720 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.12% |
1 Month |
|
|
-41.60% |
3 Months |
|
|
-54.38% |
YTD |
|
|
-50.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.730 |
1M High / 1M Low: |
1.170 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-23 |
1.680 |
Low (YTD): |
2024-05-27 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.802 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |