Soc. Generale Call 75 SRE 20.12.2024
/ DE000SU2TEX3
Soc. Generale Call 75 SRE 20.12.2.../ DE000SU2TEX3 /
| 2024-06-10 9:56:35 AM |
Chg.-0.030 |
Bid10:15:05 AM |
Ask10:15:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
0.400
Bid Size: 7,500 |
0.550
Ask Size: 7,500 |
Sempra |
75.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TEX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
14.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
0.46 |
| Break-even: |
74.48 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
8.47 |
| Rho: |
0.19 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.00% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+25.81% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.350 |
| 6M High / 6M Low: |
0.800 |
0.160 |
| High (YTD): |
2024-01-08 |
0.800 |
| Low (YTD): |
2024-04-17 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.85% |
| Volatility 6M: |
|
172.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
