Soc. Generale Call 72 SRE 20.03.2026
/ DE000SU5XF48
Soc. Generale Call 72 SRE 20.03.2.../ DE000SU5XF48 /
2024-06-10 9:59:42 AM |
Chg.-0.030 |
Bid11:38:34 AM |
Ask11:38:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
-3.06% |
0.950 Bid Size: 4,000 |
1.120 Ask Size: 4,000 |
Sempra |
72.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
SU5XF4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 USD |
Maturity: |
2026-03-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2026-03-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
0.31 |
Time value: |
0.76 |
Break-even: |
77.50 |
Moneyness: |
1.05 |
Premium: |
0.11 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.90% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
4.69 |
Rho: |
0.70 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.04% |
1 Month |
|
|
-5.94% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-16.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.980 |
1M High / 1M Low: |
1.150 |
0.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-08 |
1.290 |
Low (YTD): |
2024-04-17 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |