Soc. Generale Call 2400 OMXS30 20.12.2024
/ DE000SU2UPW9
Soc. Generale Call 2400 OMXS30 20.../ DE000SU2UPW9 /
| 2024-05-02 8:07:55 AM |
Chg.-0.16 |
Bid7:27:43 PM |
Ask7:27:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-6.69% |
2.12
Bid Size: 1,500 |
2.13
Ask Size: 1,500 |
OMX Stockholm 30 Ind... |
2,400.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
SU2UPW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMX Stockholm 30 Index |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.01 |
| Parity: |
1.34 |
| Time value: |
0.81 |
| Break-even: |
226.48 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
8.04 |
| Rho: |
0.96 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.77% |
| 1 Month |
|
|
+8.25% |
| 3 Months |
|
|
+65.19% |
| YTD |
|
|
+36.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.17 |
| 1M High / 1M Low: |
2.39 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
2.39 |
| Low (YTD): |
2024-01-19 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
