Soc. Generale Call 38 DAR 20.12.2024
/ DE000SU2YGF5
Soc. Generale Call 38 DAR 20.12.2.../ DE000SU2YGF5 /
| 2024-05-17 9:42:45 PM |
Chg.-0.050 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-4.81% |
0.980
Bid Size: 9,000 |
0.990
Ask Size: 9,000 |
Darling Ingredients ... |
38.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YGF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Darling Ingredients Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 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: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
0.57 |
| Time value: |
0.47 |
| Break-even: |
45.37 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.11 |
Quote data
| Open: |
0.980 |
| High: |
1.010 |
| Low: |
0.980 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
-42.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.000 |
| 1M High / 1M Low: |
1.220 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.760 |
| Low (YTD): |
2024-04-18 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
