Soc. Generale Call 0.6 VOD 20.09.2024
/ DE000SU799E4
Soc. Generale Call 0.6 VOD 20.09..../ DE000SU799E4 /
13/06/2024 21:46:24 |
Chg.-0.050 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
-3.97% |
1.210 Bid Size: 2,500 |
1.410 Ask Size: 2,500 |
Vodafone Group PLC O... |
0.60 GBP |
20/09/2024 |
Call |
Master data
WKN: |
SU799E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.60 GBP |
Maturity: |
20/09/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
1.15 |
Time value: |
0.33 |
Break-even: |
0.86 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.20 |
Spread %: |
15.63% |
Delta: |
0.79 |
Theta: |
0.00 |
Omega: |
4.40 |
Rho: |
0.00 |
Quote data
Open: |
1.220 |
High: |
1.280 |
Low: |
1.210 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.87% |
1 Month |
|
|
-19.87% |
3 Months |
|
|
+3.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.510 |
1.210 |
1M High / 1M Low: |
1.960 |
1.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |