Soc. Generale Call 85 GXI 21.06.2024
/ DE000SU1NRP6
Soc. Generale Call 85 GXI 21.06.2.../ DE000SU1NRP6 /
| 2024-05-31 6:09:42 PM |
Chg.+0.23 |
Bid9:42:32 PM |
Ask9:42:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
+13.29% |
1.92
Bid Size: 1,600 |
2.06
Ask Size: 1,600 |
GERRESHEIMER AG |
85.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU1NRP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
1.76 |
| Time value: |
0.04 |
| Break-even: |
103.00 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.45% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
5.45 |
| Rho: |
0.05 |
Quote data
| Open: |
1.72 |
| High: |
1.96 |
| Low: |
1.72 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
+13.29% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
+13.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.68 |
| 1M High / 1M Low: |
2.16 |
0.95 |
| 6M High / 6M Low: |
2.80 |
0.95 |
| High (YTD): |
2024-03-06 |
2.80 |
| Low (YTD): |
2024-05-22 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.61% |
| Volatility 6M: |
|
244.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
