Soc. Generale Call 24 III 20.09.2024
/ DE000SU7AP90
Soc. Generale Call 24 III 20.09.2.../ DE000SU7AP90 /
| 2024-05-13 9:46:40 PM |
Chg.+0.050 |
Bid9:57:10 PM |
Ask9:57:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+9.43% |
0.590
Bid Size: 5,100 |
0.710
Ask Size: 5,100 |
3I Group PLC ORD 73 ... |
24.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU7AP9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
3I Group PLC ORD 73 19/22P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.51 |
| Time value: |
0.07 |
| Break-even: |
33.71 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.03 |
| Rho: |
0.08 |
Quote data
| Open: |
0.530 |
| High: |
0.640 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+5.45% |
| 3 Months |
|
|
+190.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.520 |
| 1M High / 1M Low: |
0.710 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
