Soc. Generale Call 170 EA 20.09.2024
/ DE000SU2WVN2
Soc. Generale Call 170 EA 20.09.2.../ DE000SU2WVN2 /
| 6/7/2024 9:41:21 PM |
Chg.-0.005 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-8.47% |
0.053
Bid Size: 10,000 |
0.063
Ask Size: 10,000 |
Electronic Arts Inc |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU2WVN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
207.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-3.07 |
| Time value: |
0.06 |
| Break-even: |
157.99 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
16.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.049 |
| High: |
0.063 |
| Low: |
0.049 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.58% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-74.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.045 |
| 1M High / 1M Low: |
0.059 |
0.019 |
| 6M High / 6M Low: |
0.330 |
0.019 |
| High (YTD): |
2/15/2024 |
0.260 |
| Low (YTD): |
5/14/2024 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.90% |
| Volatility 6M: |
|
262.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
