Soc. Generale Call 102.5 BSI 21.06.2024
/ DE000SU0VUA7
Soc. Generale Call 102.5 BSI 21.0.../ DE000SU0VUA7 /
| 2024-06-12 10:21:33 AM |
Chg.+0.62 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
+12.89% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
102.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU0VUA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.40 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.42 |
| Parity: |
5.39 |
| Time value: |
0.13 |
| Break-even: |
157.70 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.31 |
| Spread %: |
5.95% |
| Delta: |
0.94 |
| Theta: |
-0.29 |
| Omega: |
2.68 |
| Rho: |
0.02 |
Quote data
| Open: |
5.43 |
| High: |
5.43 |
| Low: |
5.43 |
| Previous Close: |
4.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.16% |
| 1 Month |
|
|
+81.00% |
| 3 Months |
|
|
+37.82% |
| YTD |
|
|
+35.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.81 |
3.10 |
| 1M High / 1M Low: |
4.81 |
2.93 |
| 6M High / 6M Low: |
7.91 |
2.20 |
| High (YTD): |
2024-02-22 |
7.91 |
| Low (YTD): |
2024-05-03 |
2.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.38% |
| Volatility 6M: |
|
143.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
