Soc. Generale Call 1.4 BARC 20.12.../  DE000SU79647  /

Frankfurt Zert./SG
2024-06-14  9:47:53 PM Chg.-0.040 Bid9:49:45 PM Ask9:49:45 PM Underlying Strike price Expiration date Option type
0.770EUR -4.94% 0.780
Bid Size: 3,900
0.820
Ask Size: 3,900
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: 2.98
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.75
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 0.75
Time value: 0.06
Break-even: 2.47
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.53%
Delta: 0.93
Theta: 0.00
Omega: 2.77
Rho: 0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.740
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -13.48%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.770
1M High / 1M Low: 0.970 0.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -