Soc. Generale Call 1.8 BARC 20.12.2024
/ DE000SU79662
Soc. Generale Call 1.8 BARC 20.12.../ DE000SU79662 /
| 20/09/2024 09:57:01 |
Chg.+0.010 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
Barclays PLC ORD 25P |
1.80 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SU7966 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.80 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.57 |
| Time value: |
0.06 |
| Break-even: |
2.78 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.36% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
+42.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.540 |
| 6M High / 6M Low: |
0.720 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.15% |
| Volatility 6M: |
|
125.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
