Soc. Generale Call 42 GM 21.06.2024
/ DE000SU5EEL3
Soc. Generale Call 42 GM 21.06.20.../ DE000SU5EEL3 /
| 2024-06-06 9:08:57 AM |
Chg.+0.030 |
Bid11:00:23 AM |
Ask11:00:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+10.00% |
0.330
Bid Size: 15,000 |
0.350
Ask Size: 15,000 |
General Motors Compa... |
42.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5EEL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.33 |
| Time value: |
0.02 |
| Break-even: |
42.12 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
10.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.120 |
| 1M High / 1M Low: |
0.370 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-02 |
0.440 |
| Low (YTD): |
2024-01-24 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
