Soc. Generale Call 16 REP 21.03.2025
/ DE000SU78A01
Soc. Generale Call 16 REP 21.03.2.../ DE000SU78A01 /
6/3/2024 6:42:57 PM |
Chg.-0.090 |
Bid6:47:07 PM |
Ask6:47:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-11.54% |
0.670 Bid Size: 4,500 |
0.720 Ask Size: 4,500 |
REPSOL S.A. INH. ... |
16.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
SU78A0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.20 |
Parity: |
-0.98 |
Time value: |
0.84 |
Break-even: |
16.84 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.44% |
Delta: |
0.46 |
Theta: |
0.00 |
Omega: |
8.23 |
Rho: |
0.05 |
Quote data
Open: |
0.820 |
High: |
0.830 |
Low: |
0.690 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
+2.99% |
3 Months |
|
|
-24.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.690 |
1M High / 1M Low: |
0.850 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |