Soc. Generale Call 36 DAR 20.12.2024
/ DE000SU2YGE8
Soc. Generale Call 36 DAR 20.12.2.../ DE000SU2YGE8 /
| 2024-05-17 9:50:16 PM |
Chg.-0.060 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-5.22% |
1.090
Bid Size: 8,000 |
1.100
Ask Size: 8,000 |
Darling Ingredients ... |
36.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YGE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Darling Ingredients Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
0.75 |
| Time value: |
0.40 |
| Break-even: |
44.63 |
| Moneyness: |
1.23 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.71 |
| Rho: |
0.12 |
Quote data
| Open: |
1.090 |
| High: |
1.140 |
| Low: |
1.090 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.05% |
| 1 Month |
|
|
-0.91% |
| 3 Months |
|
|
-10.66% |
| YTD |
|
|
-40.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.110 |
| 1M High / 1M Low: |
1.340 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.880 |
| Low (YTD): |
2024-04-18 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
