Soc. Generale Call 40 IXD1 21.06.2024
/ DE000SU1NR16
Soc. Generale Call 40 IXD1 21.06..../ DE000SU1NR16 /
| 2024-05-02 10:12:16 AM |
Chg.-0.070 |
Bid1:04:15 PM |
Ask1:04:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-15.91% |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
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: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.29 |
| Time value: |
0.09 |
| Break-even: |
43.70 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
8.94 |
| Rho: |
0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.93% |
| 1 Month |
|
|
-40.32% |
| 3 Months |
|
|
+68.18% |
| YTD |
|
|
+54.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.440 |
| 1M High / 1M Low: |
0.680 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
0.700 |
| Low (YTD): |
2024-02-08 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
