Soc. Generale Call 90 TEL2/B 21.06.2024
/ DE000SU51950
Soc. Generale Call 90 TEL2/B 21.0.../ DE000SU51950 /
| 2024-05-21 10:16:15 AM |
Chg.+0.080 |
Bid11:56:51 AM |
Ask11:56:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+17.78% |
0.540
Bid Size: 20,000 |
0.550
Ask Size: 20,000 |
Tele2 AB ser. B |
90.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SU5195 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tele2 AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.10 |
| Break-even: |
8.89 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.530 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
+60.61% |
| 3 Months |
|
|
+488.89% |
| YTD |
|
|
+194.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
0.540 |
| Low (YTD): |
2024-02-12 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
