Soc. Generale Call 4 RR/ 20.12.2024
/ DE000SU9ZKU8
Soc. Generale Call 4 RR/ 20.12.20.../ DE000SU9ZKU8 /
| 2024-06-14 2:43:26 PM |
Chg.-0.090 |
Bid2:55:59 PM |
Ask2:55:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-7.69% |
1.080
Bid Size: 45,000 |
1.100
Ask Size: 45,000 |
Rolls-Royce Holdings... |
4.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU9ZKU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
0.82 |
| Time value: |
0.38 |
| Break-even: |
5.95 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.54 |
| Rho: |
0.02 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.060 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+31.71% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.050 |
| 1M High / 1M Low: |
1.170 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
