Soc. Generale Call 16 GRF 20.09.2024
/ DE000SU2SE72
Soc. Generale Call 16 GRF 20.09.2.../ DE000SU2SE72 /
| 2024-06-10 9:56:32 AM |
Chg.- |
Bid9:45:51 AM |
Ask9:45:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
- |
0.065
Bid Size: 90,000 |
-
Ask Size: - |
GRIFOLS GRIFOLS S.A. |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU2SE7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GRIFOLS GRIFOLS S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
61.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.70 |
| Parity: |
-3.44 |
| Time value: |
0.07 |
| Break-even: |
16.15 |
| Moneyness: |
0.57 |
| Premium: |
0.77 |
| Premium p.a.: |
6.89 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
6.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-47.14% |
| 3 Months |
|
|
-56.47% |
| YTD |
|
|
-93.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.074 |
| 1M High / 1M Low: |
0.190 |
0.070 |
| 6M High / 6M Low: |
1.140 |
0.067 |
| High (YTD): |
2024-01-04 |
1.110 |
| Low (YTD): |
2024-03-06 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.12% |
| Volatility 6M: |
|
323.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
