Soc. Generale Call 65 SRE 20.12.2024
/ DE000SU2TN62
Soc. Generale Call 65 SRE 20.12.2.../ DE000SU2TN62 /
| 2024-05-15 9:43:28 PM |
Chg.+0.100 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+7.94% |
1.360
Bid Size: 7,000 |
1.370
Ask Size: 7,000 |
Sempra |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TN6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
0.19 |
| Break-even: |
72.81 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.01 |
| Rho: |
0.31 |
Quote data
| Open: |
1.130 |
| High: |
1.390 |
| Low: |
1.130 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.26% |
| 1 Month |
|
|
+94.29% |
| 3 Months |
|
|
+49.45% |
| YTD |
|
|
+10.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.150 |
| 1M High / 1M Low: |
1.310 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-08 |
1.420 |
| Low (YTD): |
2024-04-16 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
