Soc. Generale Call 65 SRE 20.12.2024
/ DE000SU2TN62
Soc. Generale Call 65 SRE 20.12.2.../ DE000SU2TN62 /
| 2024-06-10 9:56:39 AM |
Chg.-0.06 |
Bid12:02:21 PM |
Ask12:02:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-5.77% |
0.98
Bid Size: 7,000 |
1.20
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: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.96 |
| Time value: |
0.17 |
| Break-even: |
71.60 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.52 |
| Rho: |
0.27 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.04% |
| 1 Month |
|
|
-11.71% |
| 3 Months |
|
|
+28.95% |
| YTD |
|
|
-20.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.04 |
| 1M High / 1M Low: |
1.23 |
0.92 |
| 6M High / 6M Low: |
1.42 |
0.52 |
| High (YTD): |
2024-01-08 |
1.42 |
| Low (YTD): |
2024-04-17 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.09% |
| Volatility 6M: |
|
106.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
