Soc. Generale Call 4 CABK 20.09.2024
/ DE000SU17JY0
Soc. Generale Call 4 CABK 20.09.2.../ DE000SU17JY0 /
2024-06-10 8:19:17 AM |
Chg.0.00 |
Bid1:00:06 PM |
Ask1:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
0.00% |
1.33 Bid Size: 35,000 |
1.35 Ask Size: 35,000 |
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: |
3.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.26 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
1.26 |
Time value: |
0.11 |
Break-even: |
5.37 |
Moneyness: |
1.32 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.48% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
3.45 |
Rho: |
0.01 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.80% |
1 Month |
|
|
+14.04% |
3 Months |
|
|
+150.00% |
YTD |
|
|
+400.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.17 |
1M High / 1M Low: |
1.38 |
1.03 |
6M High / 6M Low: |
1.38 |
0.26 |
High (YTD): |
2024-06-03 |
1.38 |
Low (YTD): |
2024-02-19 |
0.28 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.62% |
Volatility 6M: |
|
110.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |