Soc. Generale Call 120 NDA/SE 21.06.2024
/ DE000SU0W0W2
Soc. Generale Call 120 NDA/SE 21..../ DE000SU0W0W2 /
| 2024-06-17 10:20:31 AM |
Chg.-0.010 |
Bid1:22:36 PM |
Ask1:22:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.360
Bid Size: 30,000 |
0.370
Ask Size: 30,000 |
Nordea Bank Abp |
120.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SU0W0W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Nordea Bank Abp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.19 |
| Parity: |
0.32 |
| Time value: |
0.07 |
| Break-even: |
11.44 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
11.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
-21.57% |
| 3 Months |
|
|
+73.91% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.600 |
0.320 |
| 6M High / 6M Low: |
0.620 |
0.180 |
| High (YTD): |
2024-05-14 |
0.620 |
| Low (YTD): |
2024-02-12 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.45% |
| Volatility 6M: |
|
159.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
