Soc. Generale Call 65 SRE 21.06.2024
/ DE000SU2KJH4
Soc. Generale Call 65 SRE 21.06.2.../ DE000SU2KJH4 /
| 2024-04-29 3:36:43 PM |
Chg.+0.030 |
Bid3:55:36 PM |
Ask3:55:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.750
Bid Size: 25,000 |
0.760
Ask Size: 25,000 |
Sempra |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2KJH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.59 |
| Time value: |
0.11 |
| Break-even: |
67.71 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
7.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.730 |
| Low: |
0.550 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.35% |
| 1 Month |
|
|
+8.96% |
| 3 Months |
|
|
-10.98% |
| YTD |
|
|
-31.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.680 |
| 1M High / 1M Low: |
0.760 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-08 |
1.270 |
| Low (YTD): |
2024-04-16 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
