Soc. Generale Call 3.8 DEZ 20.09.2024
/ DE000SU1N4B8
Soc. Generale Call 3.8 DEZ 20.09..../ DE000SU1N4B8 /
| 2024-06-21 3:08:32 PM |
Chg.0.00 |
Bid4:08:25 PM |
Ask4:08:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
0.00% |
1.29
Bid Size: 4,000 |
1.35
Ask Size: 4,000 |
DEUTZ AG O.N. |
3.80 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU1N4B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.33 |
| Parity: |
1.24 |
| Time value: |
0.16 |
| Break-even: |
5.19 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
3.13 |
| Rho: |
0.01 |
Quote data
| Open: |
1.31 |
| High: |
1.33 |
| Low: |
1.31 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.60% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
+5.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.25 |
| 1M High / 1M Low: |
1.75 |
1.25 |
| 6M High / 6M Low: |
2.43 |
0.92 |
| High (YTD): |
2024-04-11 |
2.43 |
| Low (YTD): |
2024-01-17 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.10% |
| Volatility 6M: |
|
97.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
