Soc. Generale Call 38 EUZ 21.06.2024
/ DE000SU10H13
Soc. Generale Call 38 EUZ 21.06.2.../ DE000SU10H13 /
| 2024-05-31 9:47:43 PM |
Chg.+0.060 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+8.70% |
0.770
Bid Size: 3,900 |
0.840
Ask Size: 3,900 |
ECKERT+ZIEGLER INH ... |
38.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SU10H1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.39 |
| Parity: |
0.77 |
| Time value: |
0.06 |
| Break-even: |
46.30 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
4.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.680 |
| High: |
0.790 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+240.91% |
| 3 Months |
|
|
+10.29% |
| YTD |
|
|
+5.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.610 |
| 1M High / 1M Low: |
0.860 |
0.220 |
| 6M High / 6M Low: |
1.040 |
0.110 |
| High (YTD): |
2024-01-30 |
1.040 |
| Low (YTD): |
2024-04-18 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.20% |
| Volatility 6M: |
|
250.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
