Soc. Generale Call 105 PM 20.12.2024
/ DE000SU2TNT2
Soc. Generale Call 105 PM 20.12.2.../ DE000SU2TNT2 /
| 5/21/2024 9:52:12 AM |
Chg.-0.020 |
Bid10:36:53 AM |
Ask10:36:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-5.26% |
0.360
Bid Size: 8,400 |
0.390
Ask Size: 8,400 |
Philip Morris Intern... |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TNT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.50 |
| Time value: |
0.38 |
| Break-even: |
100.48 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
10.58 |
| Rho: |
0.21 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/4/2024 |
0.430 |
| Low (YTD): |
3/4/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
