Soc. Generale Call 122.5 BSI 21.06.2024
/ DE000SU1FNQ9
Soc. Generale Call 122.5 BSI 21.0.../ DE000SU1FNQ9 /
| 13/06/2024 08:25:29 |
Chg.-0.03 |
Bid08:55:58 |
Ask08:55:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
-0.85% |
3.47
Bid Size: 1,000 |
3.90
Ask Size: 1,000 |
BE SEMICON.INDSINH.E... |
122.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SU1FNQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.42 |
| Parity: |
3.39 |
| Time value: |
0.14 |
| Break-even: |
157.80 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.31 |
| Spread %: |
9.63% |
| Delta: |
0.91 |
| Theta: |
-0.27 |
| Omega: |
4.05 |
| Rho: |
0.03 |
Quote data
| Open: |
3.50 |
| High: |
3.50 |
| Low: |
3.50 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.26% |
| 1 Month |
|
|
+114.72% |
| 3 Months |
|
|
+23.24% |
| YTD |
|
|
+35.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
1.83 |
| 1M High / 1M Low: |
3.53 |
1.27 |
| 6M High / 6M Low: |
6.11 |
0.97 |
| High (YTD): |
22/02/2024 |
6.11 |
| Low (YTD): |
03/05/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
4.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.08% |
| Volatility 6M: |
|
206.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
