Soc. Generale Call 1.4 BARC 20.12.2024
/ DE000SU79647
Soc. Generale Call 1.4 BARC 20.12.../ DE000SU79647 /
| 2024-06-04 9:46:03 PM |
Chg.-0.050 |
Bid9:55:51 PM |
Ask9:55:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-5.21% |
0.920
Bid Size: 3,300 |
0.970
Ask Size: 3,300 |
Barclays PLC ORD 25P |
1.40 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU7964 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.94 |
| Time value: |
0.06 |
| Break-even: |
2.64 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.950 |
| High: |
0.960 |
| Low: |
0.910 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.21% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+89.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.910 |
| 1M High / 1M Low: |
0.970 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
28.571 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
