Soc. Generale Call 44 APA 19.12.2025
/ DE000SU2YF08
Soc. Generale Call 44 APA 19.12.2.../ DE000SU2YF08 /
| 2024-06-11 11:11:57 AM |
Chg.-0.010 |
Bid3:49:32 PM |
Ask3:49:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-5.26% |
0.190
Bid Size: 250,000 |
0.200
Ask Size: 250,000 |
APA Corporation |
44.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SU2YF0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
APA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-1.35 |
| Time value: |
0.20 |
| Break-even: |
42.88 |
| Moneyness: |
0.67 |
| Premium: |
0.57 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
4.20 |
| Rho: |
0.10 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
-67.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.180 |
| 1M High / 1M Low: |
0.240 |
0.180 |
| 6M High / 6M Low: |
0.590 |
0.180 |
| High (YTD): |
2024-01-03 |
0.580 |
| Low (YTD): |
2024-06-07 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.60% |
| Volatility 6M: |
|
102.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
