Soc. Generale Call 4 CABK 20.09.2024
/ DE000SU17JY0
Soc. Generale Call 4 CABK 20.09.2.../ DE000SU17JY0 /
| 2024-05-15 8:18:48 AM |
Chg.+0.03 |
Bid2:40:29 PM |
Ask2:40:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+2.68% |
1.08
Bid Size: 40,000 |
1.09
Ask Size: 40,000 |
CAIXABANK CAIXABANK,... |
4.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU17JY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
0.96 |
| Time value: |
0.23 |
| Break-even: |
5.19 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
3.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+270.97% |
| YTD |
|
|
+342.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.12 |
| 1M High / 1M Low: |
1.38 |
0.88 |
| 6M High / 6M Low: |
1.38 |
0.26 |
| High (YTD): |
2024-04-29 |
1.38 |
| Low (YTD): |
2024-02-19 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.19% |
| Volatility 6M: |
|
108.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
