Soc. Generale Call 40 APA 19.09.2025
/ DE000SU0RJ21
Soc. Generale Call 40 APA 19.09.2.../ DE000SU0RJ21 /
| 2024-06-11 11:12:53 AM |
Chg.-0.010 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
0.200
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
APA Corporation |
40.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
SU0RJ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
APA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-0.98 |
| Time value: |
0.22 |
| Break-even: |
39.36 |
| Moneyness: |
0.74 |
| Premium: |
0.44 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.09 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-39.39% |
| YTD |
|
|
-67.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.190 |
| 1M High / 1M Low: |
0.260 |
0.190 |
| 6M High / 6M Low: |
0.660 |
0.190 |
| High (YTD): |
2024-01-03 |
0.650 |
| Low (YTD): |
2024-06-07 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.95% |
| Volatility 6M: |
|
102.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
