Soc. Generale Call 280 UNP 20.03.2026
/ DE000SU5XZJ2
Soc. Generale Call 280 UNP 20.03..../ DE000SU5XZJ2 /
| 2024-06-20 9:43:08 PM |
Chg.+0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+4.76% |
1.320
Bid Size: 2,300 |
1.350
Ask Size: 2,300 |
Union Pacific Corp |
280.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
SU5XZJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-5.34 |
| Time value: |
1.36 |
| Break-even: |
274.14 |
| Moneyness: |
0.79 |
| Premium: |
0.32 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
7.94% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
5.46 |
| Rho: |
1.06 |
Quote data
| Open: |
1.220 |
| High: |
1.320 |
| Low: |
1.210 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-38.32% |
| 3 Months |
|
|
-43.10% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.180 |
| 1M High / 1M Low: |
2.140 |
1.180 |
| 6M High / 6M Low: |
3.080 |
1.180 |
| High (YTD): |
2024-02-23 |
3.080 |
| Low (YTD): |
2024-06-14 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.49% |
| Volatility 6M: |
|
73.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
