Soc. Generale Call 80 SRE 20.12.2024
/ DE000SU2TN70
Soc. Generale Call 80 SRE 20.12.2.../ DE000SU2TN70 /
| 2024-05-28 9:27:48 AM |
Chg.- |
Bid8:07:13 AM |
Ask8:07:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.210
Bid Size: 10,000 |
0.340
Ask Size: 10,000 |
Sempra |
80.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TN7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
23.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.43 |
| Time value: |
0.29 |
| Break-even: |
76.62 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
10.17 |
| Rho: |
0.15 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.13% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
-48.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.350 |
0.180 |
| 6M High / 6M Low: |
0.550 |
0.080 |
| High (YTD): |
2024-01-08 |
0.550 |
| Low (YTD): |
2024-04-17 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.28% |
| Volatility 6M: |
|
193.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
