Soc. Generale Call 4 CABK 20.09.2024
/ DE000SU17JY0
Soc. Generale Call 4 CABK 20.09.2.../ DE000SU17JY0 /
| 5/29/2024 8:18:43 AM |
Chg.+0.02 |
Bid9:52:15 AM |
Ask9:52:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+1.64% |
1.31
Bid Size: 35,000 |
1.32
Ask Size: 35,000 |
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: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
1.18 |
| Time value: |
0.15 |
| Break-even: |
5.33 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
3.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
-10.14% |
| 3 Months |
|
|
+264.71% |
| YTD |
|
|
+376.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.18 |
| 1M High / 1M Low: |
1.38 |
1.00 |
| 6M High / 6M Low: |
1.38 |
0.26 |
| High (YTD): |
4/29/2024 |
1.38 |
| Low (YTD): |
2/19/2024 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.71% |
| Volatility 6M: |
|
109.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
