Soc. Generale Call 90 EYX 21.06.2024
/ DE000SU5UXT2
Soc. Generale Call 90 EYX 21.06.2.../ DE000SU5UXT2 /
| 2024-05-31 9:52:07 AM |
Chg.-0.06 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-2.21% |
-
Bid Size: - |
-
Ask Size: - |
EXOR N.V. |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU5UXT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EXOR N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.15 |
| Parity: |
2.58 |
| Time value: |
0.21 |
| Break-even: |
103.95 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
3.72% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
6.44 |
| Rho: |
0.04 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
+3.11% |
| YTD |
|
|
+89.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.65 |
| 1M High / 1M Low: |
3.12 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
3.12 |
| Low (YTD): |
2024-01-25 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
