Soc. Generale Call 4 RR/ 21.06.2024
/ DE000SU9ZKJ1
Soc. Generale Call 4 RR/ 21.06.20.../ DE000SU9ZKJ1 /
| 21/05/2024 13:10:14 |
Chg.-0.020 |
Bid13:31:38 |
Ask13:31:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.480
Bid Size: 45,000 |
0.500
Ask Size: 45,000 |
Rolls-Royce Holdings... |
4.00 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
SU9ZKJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.42 |
| Parity: |
0.36 |
| Time value: |
0.18 |
| Break-even: |
5.22 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
6.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+54.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.360 |
| 1M High / 1M Low: |
0.540 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
