Soc. Generale Call 12 AOMD 20.09.2024
/ DE000SU7Z924
Soc. Generale Call 12 AOMD 20.09..../ DE000SU7Z924 /
5/28/2024 3:30:45 PM |
Chg.+0.150 |
Bid4:07:05 PM |
Ask4:07:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.240EUR |
+1.85% |
8.190 Bid Size: 8,000 |
8.240 Ask Size: 8,000 |
ALSTOM S.A. INH. ... |
12.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SU7Z92 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/7/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.97 |
Intrinsic value: |
7.74 |
Implied volatility: |
0.71 |
Historic volatility: |
0.55 |
Parity: |
7.74 |
Time value: |
0.43 |
Break-even: |
20.16 |
Moneyness: |
1.64 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.25 |
Spread %: |
3.16% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.25 |
Rho: |
0.03 |
Quote data
Open: |
8.400 |
High: |
8.400 |
Low: |
7.760 |
Previous Close: |
8.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+24.47% |
1 Month |
|
|
+106.52% |
3 Months |
|
|
+298.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.090 |
6.430 |
1M High / 1M Low: |
8.090 |
3.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |