Soc. Generale Call 4.25 CABK 20.12.2024
/ DE000SU9L2L5
Soc. Generale Call 4.25 CABK 20.1.../ DE000SU9L2L5 /
| 05/06/2024 08:10:49 |
Chg.-0.17 |
Bid20:02:55 |
Ask20:02:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-13.93% |
1.04
Bid Size: 5,000 |
1.08
Ask Size: 5,000 |
CAIXABANK CAIXABANK,... |
4.25 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU9L2L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.78 |
| Time value: |
0.28 |
| Break-even: |
5.31 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.74 |
| Rho: |
0.02 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.08% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
+156.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.09 |
| 1M High / 1M Low: |
1.26 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
