Soc. Generale Call 36 DAR 20.12.2024
/ DE000SU2YGE8
Soc. Generale Call 36 DAR 20.12.2.../ DE000SU2YGE8 /
| 6/5/2024 8:27:30 AM |
Chg.-0.110 |
Bid10:26:00 AM |
Ask10:26:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-14.29% |
0.670
Bid Size: 10,000 |
0.750
Ask Size: 10,000 |
Darling Ingredients ... |
36.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2YGE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Darling Ingredients Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.33 |
| Parity: |
0.20 |
| Time value: |
0.51 |
| Break-even: |
40.18 |
| Moneyness: |
1.06 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.23 |
| Rho: |
0.09 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
-41.07% |
| YTD |
|
|
-63.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.750 |
| 1M High / 1M Low: |
1.300 |
0.750 |
| 6M High / 6M Low: |
1.890 |
0.750 |
| High (YTD): |
1/2/2024 |
1.890 |
| Low (YTD): |
5/31/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.66% |
| Volatility 6M: |
|
92.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
