Soc. Generale Call 40 IXD1 21.06.2024
/ DE000SU1NR16
Soc. Generale Call 40 IXD1 21.06..../ DE000SU1NR16 /
2024-05-31 9:23:03 AM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+9.30% |
- Bid Size: - |
- Ask Size: - |
INDITEX INH. EO... |
40.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SU1NR1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INDITEX INH. EO 0,03 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.54 |
Historic volatility: |
0.20 |
Parity: |
0.36 |
Time value: |
0.08 |
Break-even: |
44.40 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.78 |
Theta: |
-0.04 |
Omega: |
7.68 |
Rho: |
0.02 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+23.68% |
3 Months |
|
|
+74.07% |
YTD |
|
|
+95.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.430 |
1M High / 1M Low: |
0.500 |
0.360 |
6M High / 6M Low: |
0.700 |
0.160 |
High (YTD): |
2024-03-21 |
0.700 |
Low (YTD): |
2024-02-08 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.24% |
Volatility 6M: |
|
173.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |