Soc. Generale Call 4.5 CABK 20.09.2024
/ DE000SU17JZ7
Soc. Generale Call 4.5 CABK 20.09.../ DE000SU17JZ7 /
| 2024-05-15 8:18:48 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+4.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.33 |
| Break-even: |
5.29 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.63% |
| 3 Months |
|
|
+347.06% |
| YTD |
|
|
+533.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.730 |
| 1M High / 1M Low: |
0.960 |
0.530 |
| 6M High / 6M Low: |
0.960 |
0.120 |
| High (YTD): |
2024-04-29 |
0.960 |
| Low (YTD): |
2024-02-19 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.03% |
| Volatility 6M: |
|
138.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
