Soc. Generale Call 0.6 VOD 20.09.2024
/ DE000SU799E4
Soc. Generale Call 0.6 VOD 20.09..../ DE000SU799E4 /
| 6/13/2024 1:31:45 PM |
Chg.-0.14 |
Bid3:19:26 PM |
Ask3:19:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-10.29% |
1.28
Bid Size: 20,000 |
1.48
Ask Size: 20,000 |
Vodafone Group PLC O... |
0.60 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
1.24 |
| High: |
1.24 |
| Low: |
1.22 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.95% |
| 1 Month |
|
|
+6.09% |
| 3 Months |
|
|
-18.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.36 |
| 1M High / 1M Low: |
1.94 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
