Soc. Generale Call 70 SRE 20.12.2024
/ DE000SU2TEW5
Soc. Generale Call 70 SRE 20.12.2.../ DE000SU2TEW5 /
| 2024-06-10 9:56:35 AM |
Chg.-0.040 |
Bid10:29:31 AM |
Ask10:29:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-5.80% |
0.660
Bid Size: 8,000 |
0.850
Ask Size: 8,000 |
Sempra |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TEW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.29 |
| Break-even: |
72.74 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.79 |
| Rho: |
0.24 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-14.47% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
-30.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
0.900 |
0.590 |
| 6M High / 6M Low: |
1.090 |
0.310 |
| High (YTD): |
2024-01-08 |
1.090 |
| Low (YTD): |
2024-04-17 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.12% |
| Volatility 6M: |
|
131.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
