Soc. Generale Call 85 SRE 20.12.2024
/ DE000SU2TN88
Soc. Generale Call 85 SRE 20.12.2.../ DE000SU2TN88 /
| 2024-06-10 11:01:53 AM |
Chg.-0.040 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.110
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
Sempra |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TN8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
43.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.90 |
| Time value: |
0.16 |
| Break-even: |
80.46 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.85 |
| Rho: |
0.09 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-62.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.110 |
| 6M High / 6M Low: |
0.370 |
0.053 |
| High (YTD): |
2024-01-08 |
0.360 |
| Low (YTD): |
2024-04-17 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.88% |
| Volatility 6M: |
|
211.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
