Soc. Generale Call 4 CABK 20.09.2024
/ DE000SU17JY0
Soc. Generale Call 4 CABK 20.09.2.../ DE000SU17JY0 /
| 6/3/2024 1:47:53 PM |
Chg.0.00 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CAIXABANK CAIXABANK,... |
4.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU17JY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
1.27 |
| Time value: |
0.16 |
| Break-even: |
5.43 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
3.21 |
| Rho: |
0.01 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.38 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.11% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+263.16% |
| YTD |
|
|
+430.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.21 |
| 1M High / 1M Low: |
1.38 |
1.00 |
| 6M High / 6M Low: |
1.38 |
0.26 |
| High (YTD): |
5/31/2024 |
1.38 |
| Low (YTD): |
2/19/2024 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.91% |
| Volatility 6M: |
|
110.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
