Soc. Generale Call 40 DAR 20.12.2024
/ DE000SU2YGG3
Soc. Generale Call 40 DAR 20.12.2.../ DE000SU2YGG3 /
6/7/2024 8:27:53 AM |
Chg.0.000 |
Bid6:31:42 PM |
Ask6:31:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
0.00% |
0.480 Bid Size: 40,000 |
0.490 Ask Size: 40,000 |
Darling Ingredients ... |
40.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SU2YGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Darling Ingredients Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.33 |
Parity: |
-0.19 |
Time value: |
0.52 |
Break-even: |
41.92 |
Moneyness: |
0.95 |
Premium: |
0.20 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
3.68 |
Rho: |
0.07 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-70.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.480 |
1M High / 1M Low: |
1.060 |
0.480 |
6M High / 6M Low: |
1.650 |
0.480 |
High (YTD): |
1/2/2024 |
1.650 |
Low (YTD): |
6/6/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.762 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.043 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.36% |
Volatility 6M: |
|
105.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |