Soc. Generale Call 5.5 DEZ 20.09.2024
/ DE000SU70A09
Soc. Generale Call 5.5 DEZ 20.09..../ DE000SU70A09 /
2024-05-22 6:16:36 PM |
Chg.- |
Bid7:50:02 AM |
Ask7:50:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
- |
0.440 Bid Size: 6,900 |
0.490 Ask Size: 6,900 |
DEUTZ AG O.N. |
5.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SU70A0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-07 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.33 |
Parity: |
-0.10 |
Time value: |
0.49 |
Break-even: |
5.99 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
4.26% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
5.94 |
Rho: |
0.01 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.440 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.81% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-40.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.400 |
1M High / 1M Low: |
0.690 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.526 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |