Soc. Generale Call 26 BATS 20.09.2024
/ DE000SU5EUQ8
Soc. Generale Call 26 BATS 20.09..../ DE000SU5EUQ8 /
6/24/2024 9:43:13 PM |
Chg.+0.013 |
Bid9:44:23 PM |
Ask9:44:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+24.53% |
0.067 Bid Size: 10,000 |
0.077 Ask Size: 10,000 |
British American Tob... |
26.00 GBP |
9/20/2024 |
Call |
Master data
WKN: |
SU5EUQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
British American Tobacco PLC ORD 25P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 GBP |
Maturity: |
9/20/2024 |
Issue date: |
12/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-0.13 |
Time value: |
0.06 |
Break-even: |
31.39 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
18.52% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
17.00 |
Rho: |
0.02 |
Quote data
Open: |
0.062 |
High: |
0.069 |
Low: |
0.061 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+78.38% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-1.49% |
YTD |
|
|
+3.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.053 |
0.035 |
1M High / 1M Low: |
0.053 |
0.025 |
6M High / 6M Low: |
0.110 |
0.025 |
High (YTD): |
2/8/2024 |
0.110 |
Low (YTD): |
5/29/2024 |
0.025 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.055 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.70% |
Volatility 6M: |
|
227.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |