Soc. Generale Call ALV/ DE000SU9RGL2 /
| 5/10/2024 10:07:22 AM | Chg.- | Bid10:00:35 PM | Ask10:00:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.12EUR | - | - Bid Size: - |
- Ask Size: - |
ALLIANZ SE NA O.N. | - - | 5/17/2024 | Call |
Master data
| WKN: | SU9RGL |
|---|---|
| Issuer: | Société Générale |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 5/17/2024 |
| Issue date: | 2/22/2024 |
| Last trading day: | 5/13/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.83 |
|---|---|
| Intrinsic value: | 1.83 |
| Implied volatility: | 1.88 |
| Historic volatility: | 0.16 |
| Parity: | 1.83 |
| Time value: | 0.34 |
| Break-even: | 266.70 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.15 |
| Spread %: | 7.43% |
| Delta: | 0.78 |
| Theta: | -3.83 |
| Omega: | 9.50 |
| Rho: | 0.01 |
Quote data
| Open: | 1.88 |
|---|---|
| High: | 2.12 |
| Low: | 1.88 |
| Previous Close: | 1.84 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +30.86% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.12 | 2.12 |
|---|---|---|
| 1M High / 1M Low: | 2.77 | 1.58 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.12 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.12 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 240.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
