Soc. Generale Call 11.32 AOMD 21..../  DE000SU2GKQ1  /

Frankfurt Zert./SG
6/14/2024  5:31:32 PM Chg.-0.630 Bid6:06:26 PM Ask6:06:26 PM Underlying Strike price Expiration date Option type
4.230EUR -12.96% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 11.32 EUR 6/21/2024 Call
 

Master data

WKN: SU2GKQ
Issuer: Société Générale
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 11.32 EUR
Maturity: 6/21/2024
Issue date: 11/20/2023
Last trading day: 6/20/2024
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 4.44
Intrinsic value: 4.44
Implied volatility: 1.90
Historic volatility: 0.55
Parity: 4.44
Time value: 0.16
Break-even: 15.66
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.82
Spread abs.: 0.34
Spread %: 7.98%
Delta: 0.92
Theta: -0.05
Omega: 3.30
Rho: 0.00
 

Quote data

Open: 4.770
High: 4.770
Low: 4.230
Previous Close: 4.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.72%
1 Month
  -30.54%
3 Months  
+159.51%
YTD  
+110.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.450 4.230
1M High / 1M Low: 7.780 4.230
6M High / 6M Low: 7.780 1.080
High (YTD): 5/28/2024 7.780
Low (YTD): 2/13/2024 1.080
52W High: - -
52W Low: - -
Avg. price 1W:   5.336
Avg. volume 1W:   0.000
Avg. price 1M:   6.381
Avg. volume 1M:   0.000
Avg. price 6M:   2.989
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.47%
Volatility 6M:   170.05%
Volatility 1Y:   -
Volatility 3Y:   -