Soc. Generale Call 28 VAS 20.12.2024
/ DE000SU135X1
Soc. Generale Call 28 VAS 20.12.2.../ DE000SU135X1 /
| 2024-06-04 1:25:11 PM |
Chg.-0.020 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
0.140
Bid Size: 15,000 |
0.150
Ask Size: 15,000 |
VOESTALPINE AG |
28.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU135X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.16 |
| Time value: |
0.17 |
| Break-even: |
29.70 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
7.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-63.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.190 |
0.120 |
| 6M High / 6M Low: |
0.420 |
0.120 |
| High (YTD): |
2024-01-02 |
0.370 |
| Low (YTD): |
2024-05-08 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.37% |
| Volatility 6M: |
|
125.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
