Soc. Generale Call 38 IXD1 20.09.2024
/ DE000SU70BW0
Soc. Generale Call 38 IXD1 20.09..../ DE000SU70BW0 /
| 19/06/2024 08:46:39 |
Chg.+0.020 |
Bid11:11:49 |
Ask11:11:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+2.08% |
0.960
Bid Size: 45,000 |
0.970
Ask Size: 45,000 |
INDITEX INH. EO... |
38.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SU70BW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
0.89 |
| Time value: |
0.12 |
| Break-even: |
48.10 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.97 |
| Rho: |
0.08 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.64% |
| 1 Month |
|
|
+42.03% |
| 3 Months |
|
|
+13.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.870 |
| 1M High / 1M Low: |
0.960 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
