Soc. Generale Call 24 BATS 20.12.2024
/ DE000SU797S8
Soc. Generale Call 24 BATS 20.12..../ DE000SU797S8 /
| 2024-06-24 9:38:47 PM |
Chg.+0.030 |
Bid9:49:57 PM |
Ask9:49:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
0.220
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
British American Tob... |
24.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU797S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
0.11 |
| Time value: |
0.08 |
| Break-even: |
30.28 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
11.93 |
| Rho: |
0.10 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.180 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
