Soc. Generale Call 45 DAR 20.12.2024
/ DE000SU6FC59
Soc. Generale Call 45 DAR 20.12.2.../ DE000SU6FC59 /
| 2024-05-16 8:08:57 PM |
Chg.+0.040 |
Bid8:35:43 PM |
Ask8:35:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.700
Bid Size: 35,000 |
0.710
Ask Size: 35,000 |
Darling Ingredients ... |
45.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6FC5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Darling Ingredients Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
-0.13 |
| Time value: |
0.67 |
| Break-even: |
48.03 |
| Moneyness: |
0.97 |
| Premium: |
0.20 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.10 |
Quote data
| Open: |
0.620 |
| High: |
0.700 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.660 |
| 1M High / 1M Low: |
0.840 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.370 |
| Low (YTD): |
2024-04-18 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
