Soc. Generale Call 3.8 DEZ 21.06.2024
/ DE000SU1NQ66
Soc. Generale Call 3.8 DEZ 21.06..../ DE000SU1NQ66 /
| 2024-05-31 12:59:26 PM |
Chg.+0.030 |
Bid1:02:28 PM |
Ask1:02:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+2.14% |
1.440
Bid Size: 4,000 |
1.510
Ask Size: 4,000 |
DEUTZ AG O.N. |
3.80 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU1NQ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.33 |
| Parity: |
1.47 |
| Time value: |
0.05 |
| Break-even: |
5.31 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
4.86% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.27 |
| Rho: |
0.00 |
Quote data
| Open: |
1.380 |
| High: |
1.430 |
| Low: |
1.380 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.67% |
| 1 Month |
|
|
-11.18% |
| 3 Months |
|
|
-25.52% |
| YTD |
|
|
+23.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.400 |
| 1M High / 1M Low: |
1.690 |
1.400 |
| 6M High / 6M Low: |
2.410 |
0.660 |
| High (YTD): |
2024-04-11 |
2.410 |
| Low (YTD): |
2024-01-17 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.60% |
| Volatility 6M: |
|
123.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
