Soc. Generale Call 135 EA 19.06.2026
/ DE000SU55NC8
Soc. Generale Call 135 EA 19.06.2.../ DE000SU55NC8 /
| 2024-09-20 9:36:55 PM |
Chg.-0.130 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
-5.49% |
2.270
Bid Size: 3,000 |
2.290
Ask Size: 3,000 |
Electronic Arts Inc |
135.00 USD |
2026-06-19 |
Call |
Master data
| WKN: |
SU55NC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2026-06-19 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2026-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.41 |
| Time value: |
1.88 |
| Break-even: |
143.83 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.65 |
| Rho: |
1.06 |
Quote data
| Open: |
2.270 |
| High: |
2.290 |
| Low: |
2.220 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.25% |
| 1 Month |
|
|
-24.58% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
-14.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.240 |
| 1M High / 1M Low: |
3.190 |
2.240 |
| 6M High / 6M Low: |
3.330 |
1.880 |
| High (YTD): |
2024-07-31 |
3.330 |
| Low (YTD): |
2024-05-08 |
1.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.37% |
| Volatility 6M: |
|
66.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
