Soc. Generale Call 4.5 CABK 20.09.2024
/ DE000SU17JZ7
Soc. Generale Call 4.5 CABK 20.09.../ DE000SU17JZ7 /
31/05/2024 08:18:59 |
Chg.+0.120 |
Bid12:12:23 |
Ask12:12:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+14.63% |
0.960 Bid Size: 40,000 |
0.970 Ask Size: 40,000 |
CAIXABANK CAIXABANK,... |
4.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.42 |
Historic volatility: |
0.22 |
Parity: |
0.75 |
Time value: |
0.21 |
Break-even: |
5.46 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
4.37 |
Rho: |
0.01 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.05% |
1 Month |
|
|
+16.05% |
3 Months |
|
|
+422.22% |
YTD |
|
|
+683.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.810 |
1M High / 1M Low: |
0.840 |
0.630 |
6M High / 6M Low: |
0.960 |
0.120 |
High (YTD): |
29/04/2024 |
0.960 |
Low (YTD): |
19/02/2024 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.759 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.391 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.38% |
Volatility 6M: |
|
139.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |