Soc. Generale Call 0.7 VOD 20.09.2024
/ DE000SU6PZF4
Soc. Generale Call 0.7 VOD 20.09..../ DE000SU6PZF4 /
| 2024-06-04 4:18:55 PM |
Chg.+0.050 |
Bid5:13:43 PM |
Ask5:13:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+6.85% |
0.780
Bid Size: 25,000 |
0.980
Ask Size: 25,000 |
Vodafone Group PLC O... |
0.70 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU6PZF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.70 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.64 |
| Time value: |
0.29 |
| Break-even: |
0.92 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
27.40% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
7.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.720 |
| High: |
0.780 |
| Low: |
0.700 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
+95.00% |
| 3 Months |
|
|
+1.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.570 |
| 1M High / 1M Low: |
0.920 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
