Soc. Generale Call 1.6 BARC 20.12.2024
/ DE000SU79654
Soc. Generale Call 1.6 BARC 20.12.../ DE000SU79654 /
| 2024-06-19 1:24:35 PM |
Chg.+0.020 |
Bid6:38:45 PM |
Ask6:38:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.630
Bid Size: 4,800 |
0.660
Ask Size: 4,800 |
Barclays PLC ORD 25P |
1.60 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU7965 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.60 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: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
0.54 |
| Time value: |
0.10 |
| Break-even: |
2.53 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.640 |
| Low: |
0.610 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-8.57% |
| 3 Months |
|
|
+72.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.590 |
| 1M High / 1M Low: |
0.800 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
