Soc. Generale Call 35 IXD1 20.09.2024
/ DE000SU1N5B5
Soc. Generale Call 35 IXD1 20.09..../ DE000SU1N5B5 /
| 2024-05-29 9:50:52 PM |
Chg.-0.010 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
0.960
Bid Size: 3,200 |
0.980
Ask Size: 3,200 |
INDITEX INH. EO... |
35.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU1N5B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
0.88 |
| Time value: |
0.12 |
| Break-even: |
45.00 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.960 |
| High: |
0.980 |
| Low: |
0.940 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.960 |
| 1M High / 1M Low: |
1.060 |
0.890 |
| 6M High / 6M Low: |
1.220 |
0.500 |
| High (YTD): |
2024-03-28 |
1.220 |
| Low (YTD): |
2024-01-05 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.780 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.68% |
| Volatility 6M: |
|
95.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
