Soc. Generale Call 3.5 RR/ 21.06.2024
/ DE000SU9ZKH5
Soc. Generale Call 3.5 RR/ 21.06..../ DE000SU9ZKH5 /
| 21/05/2024 12:24:03 |
Chg.+0.020 |
Bid13:09:04 |
Ask13:09:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+2.04% |
1.010
Bid Size: 35,000 |
1.030
Ask Size: 35,000 |
Rolls-Royce Holdings... |
3.50 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
SU9ZKH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
21/06/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.42 |
| Parity: |
0.94 |
| Time value: |
0.14 |
| Break-even: |
5.18 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.10 |
| Spread %: |
10.20% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.00 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.36% |
| 1 Month |
|
|
+44.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.840 |
| 1M High / 1M Low: |
1.010 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
