Soc. Generale Call 4.5 RR/ 21.06.2024
/ DE000SU9ZKK9
Soc. Generale Call 4.5 RR/ 21.06..../ DE000SU9ZKK9 /
| 03/06/2024 17:01:09 |
Chg.+0.050 |
Bid03/06/2024 |
Ask03/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+27.78% |
0.230
Bid Size: 50,000 |
0.250
Ask Size: 50,000 |
Rolls-Royce Holdings... |
4.50 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
SU9ZKK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
21/06/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.42 |
| Parity: |
0.03 |
| Time value: |
0.19 |
| Break-even: |
5.51 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
13.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.290 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.180 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
