Soc. Generale Call 10000 FIE/S 20.09.2024
/ DE000SU2USM4
Soc. Generale Call 10000 FIE/S 20.../ DE000SU2USM4 /
| 2024-05-30 8:08:29 AM |
Chg.-0.10 |
Bid4:15:26 PM |
Ask4:15:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-7.63% |
1.41
Bid Size: 200,000 |
1.42
Ask Size: 200,000 |
IBEX PLUS FIE |
10,000.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU2USM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBEX PLUS FIE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
1.15 |
| Time value: |
0.12 |
| Break-even: |
11,270.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.97 |
| Theta: |
-1.21 |
| Omega: |
8.50 |
| Rho: |
29.50 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.79% |
| 1 Month |
|
|
-1.63% |
| 3 Months |
|
|
+163.04% |
| YTD |
|
|
+120.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.31 |
| 1M High / 1M Low: |
1.46 |
1.04 |
| 6M High / 6M Low: |
1.46 |
0.39 |
| High (YTD): |
2024-05-16 |
1.46 |
| Low (YTD): |
2024-02-19 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.04% |
| Volatility 6M: |
|
117.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
