Soc. Generale Call 30 TELIA 20.12.2024
/ DE000SU796M3
Soc. Generale Call 30 TELIA 20.12.../ DE000SU796M3 /
| 2024-09-25 9:51:05 PM |
Chg.+0.020 |
Bid9:07:37 AM |
Ask9:07:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.370
Bid Size: 35,000 |
0.380
Ask Size: 35,000 |
Telia Company AB |
30.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
SU796M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Telia Company AB |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.34 |
| Time value: |
0.04 |
| Break-even: |
3.04 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
6.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+80.95% |
| 3 Months |
|
|
+413.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.320 |
| 1M High / 1M Low: |
0.380 |
0.200 |
| 6M High / 6M Low: |
0.380 |
0.027 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.15% |
| Volatility 6M: |
|
200.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
