Soc. Generale Call 33.5 RNL 21.06.2024
/ DE000SU7M1R5
Soc. Generale Call 33.5 RNL 21.06.../ DE000SU7M1R5 /
| 2024-05-31 10:12:05 AM |
Chg.+0.07 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
+1.81% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
33.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU7M1R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.29 |
| Parity: |
4.02 |
| Time value: |
0.06 |
| Break-even: |
53.90 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.53 |
| Rho: |
0.02 |
Quote data
| Open: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.18% |
| 1 Month |
|
|
+34.47% |
| 3 Months |
|
|
+271.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.28 |
| 1M High / 1M Low: |
3.94 |
2.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
