Soc. Generale Call 16.5 ENG 20.12.2024
/ DE000SU616R2
Soc. Generale Call 16.5 ENG 20.12.../ DE000SU616R2 /
25/09/2024 09:51:33 |
Chg.-0.001 |
Bid17:30:02 |
Ask17:30:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-12.50% |
0.005 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
ENAGAS |
16.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SU616R |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENAGAS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
17/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
344.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
-1.37 |
Time value: |
0.02 |
Break-even: |
16.54 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.01 |
Spread %: |
150.00% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
21.89 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.11% |
1 Month |
|
|
-53.33% |
3 Months |
|
|
-85.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.008 |
1M High / 1M Low: |
0.031 |
0.008 |
6M High / 6M Low: |
0.068 |
0.008 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.030 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
508.75% |
Volatility 6M: |
|
693.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |