Soc. Generale Call 4.2 BSD2 20.12.2024
/ DE000SU9LES5
Soc. Generale Call 4.2 BSD2 20.12.../ DE000SU9LES5 /
| 2024-05-31 9:21:27 PM |
Chg.+0.040 |
Bid9:44:37 PM |
Ask9:44:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.20 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU9LES |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.63 |
| Time value: |
0.23 |
| Break-even: |
5.06 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
4.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.58% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
+252.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.710 |
| 1M High / 1M Low: |
0.850 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
