Soc. Generale Call 220 UNP 16.01.2026
/ DE000SU5EPF1
Soc. Generale Call 220 UNP 16.01..../ DE000SU5EPF1 /
| 20/06/2024 10:19:37 |
Chg.+0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+2.29% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
220.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SU5EPF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
07/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
3.15 |
| Break-even: |
238.61 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.19 |
| Spread %: |
5.94% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
3.94 |
| Rho: |
1.57 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.44% |
| 1 Month |
|
|
-32.54% |
| 3 Months |
|
|
-33.55% |
| YTD |
|
|
-38.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
3.00 |
| 1M High / 1M Low: |
4.64 |
3.00 |
| 6M High / 6M Low: |
5.72 |
3.00 |
| High (YTD): |
26/02/2024 |
5.72 |
| Low (YTD): |
14/06/2024 |
3.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.06% |
| Volatility 6M: |
|
60.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
