Soc. Generale Call 25 WIB 20.12.2024
/ DE000SU136M2
Soc. Generale Call 25 WIB 20.12.2.../ DE000SU136M2 /
| 19/06/2024 10:01:53 |
Chg.+0.02 |
Bid12:16:40 |
Ask12:16:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+1.96% |
1.03
Bid Size: 10,000 |
1.04
Ask Size: 10,000 |
WIENERBERGER |
25.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU136M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
0.90 |
| Time value: |
0.14 |
| Break-even: |
35.40 |
| Moneyness: |
1.36 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.10 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-7.96% |
| 3 Months |
|
|
+22.35% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
1.00 |
| 1M High / 1M Low: |
1.15 |
1.00 |
| 6M High / 6M Low: |
1.15 |
0.47 |
| High (YTD): |
21/05/2024 |
1.15 |
| Low (YTD): |
17/01/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.18% |
| Volatility 6M: |
|
77.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
