Soc. Generale Call 38 DAR 20.12.2024
/ DE000SU2YGF5
Soc. Generale Call 38 DAR 20.12.2.../ DE000SU2YGF5 /
| 07/06/2024 08:27:53 |
Chg.0.000 |
Bid18:43:29 |
Ask18:43:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
0.560
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
Darling Ingredients ... |
38.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2YGF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Darling Ingredients Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
-0.01 |
| Time value: |
0.60 |
| Break-even: |
40.89 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.48 |
| Rho: |
0.08 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-48.11% |
| YTD |
|
|
-68.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.550 |
| 1M High / 1M Low: |
1.180 |
0.550 |
| 6M High / 6M Low: |
1.770 |
0.550 |
| High (YTD): |
02/01/2024 |
1.770 |
| Low (YTD): |
06/06/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.84% |
| Volatility 6M: |
|
99.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
