Soc. Generale Call 33.5 RNL 21.06.2024
/ DE000SU7M1R5
Soc. Generale Call 33.5 RNL 21.06.../ DE000SU7M1R5 /
06/06/2024 08:17:18 |
Chg.-0.11 |
Bid21:32:18 |
Ask21:32:18 |
Underlying |
Strike price |
Expiration date |
Option type |
3.71EUR |
-2.88% |
3.63 Bid Size: 2,000 |
3.74 Ask Size: 2,000 |
RENAULT INH. EO... |
33.50 EUR |
21/06/2024 |
Call |
Master data
WKN: |
SU7M1R |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.50 EUR |
Maturity: |
21/06/2024 |
Issue date: |
30/01/2024 |
Last trading day: |
21/06/2024 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
2.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
3.74 |
Implied volatility: |
1.53 |
Historic volatility: |
0.29 |
Parity: |
3.74 |
Time value: |
0.10 |
Break-even: |
52.70 |
Moneyness: |
1.56 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.03 |
Spread %: |
0.79% |
Delta: |
0.94 |
Theta: |
-0.06 |
Omega: |
2.57 |
Rho: |
0.01 |
Quote data
Open: |
3.71 |
High: |
3.71 |
Low: |
3.71 |
Previous Close: |
3.82 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.13% |
1 Month |
|
|
+42.69% |
3 Months |
|
|
+240.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.17 |
3.82 |
1M High / 1M Low: |
4.17 |
2.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |