Soc. Generale Call 4.5 BP/ 20.09.2024
/ DE000SU13YV4
Soc. Generale Call 4.5 BP/ 20.09..../ DE000SU13YV4 /
| 2024-05-31 9:43:57 PM |
Chg.+0.040 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
0.610
Bid Size: 5,000 |
0.640
Ask Size: 5,000 |
BP PLC $0.25 |
4.50 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU13YV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.46 |
| Time value: |
0.18 |
| Break-even: |
5.93 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
6.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.32% |
| 1 Month |
|
|
-37.89% |
| 3 Months |
|
|
+5.36% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.530 |
| 6M High / 6M Low: |
1.100 |
0.420 |
| High (YTD): |
2024-04-12 |
1.100 |
| Low (YTD): |
2024-01-22 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.60% |
| Volatility 6M: |
|
111.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
