Soc. Generale Call 4.5 CABK 20.09.2024
/ DE000SU17JZ7
Soc. Generale Call 4.5 CABK 20.09.../ DE000SU17JZ7 /
| 2024-06-03 1:47:53 PM |
Chg.0.000 |
Bid9:34:24 PM |
Ask9:34:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
0.00% |
0.960
Bid Size: 5,000 |
1.010
Ask Size: 5,000 |
CAIXABANK CAIXABANK,... |
4.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU17JZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.77 |
| Time value: |
0.23 |
| Break-even: |
5.50 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
4.15 |
| Rho: |
0.01 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.960 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.66% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+357.14% |
| YTD |
|
|
+700.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
0.960 |
0.630 |
| 6M High / 6M Low: |
0.960 |
0.120 |
| High (YTD): |
2024-05-31 |
0.960 |
| Low (YTD): |
2024-02-19 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.57% |
| Volatility 6M: |
|
142.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
