Soc. Generale Call 215 UNP 20.03.2026
/ DE000SU5XGD5
Soc. Generale Call 215 UNP 20.03..../ DE000SU5XGD5 /
| 2024-09-20 9:36:38 PM |
Chg.-0.330 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
-7.02% |
4.440
Bid Size: 1,000 |
4.460
Ask Size: 1,000 |
Union Pacific Corp |
215.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
SU5XGD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
2.72 |
| Time value: |
1.78 |
| Break-even: |
237.60 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.86 |
| Rho: |
1.92 |
Quote data
| Open: |
4.550 |
| High: |
4.610 |
| Low: |
4.340 |
| Previous Close: |
4.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.82% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
+15.30% |
| YTD |
|
|
-20.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.160 |
4.370 |
| 1M High / 1M Low: |
5.390 |
4.370 |
| 6M High / 6M Low: |
5.400 |
3.470 |
| High (YTD): |
2024-02-23 |
6.370 |
| Low (YTD): |
2024-07-09 |
3.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.99% |
| Volatility 6M: |
|
64.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
