Soc. Generale Call 40 DAR 20.12.2024
/ DE000SU2YGG3
Soc. Generale Call 40 DAR 20.12.2.../ DE000SU2YGG3 /
| 6/6/2024 8:27:13 AM |
Chg.-0.010 |
Bid5:04:54 PM |
Ask5:04:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
0.530
Bid Size: 40,000 |
0.540
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: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
-0.20 |
| Time value: |
0.53 |
| Break-even: |
42.09 |
| Moneyness: |
0.95 |
| Premium: |
0.21 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
3.62 |
| Rho: |
0.07 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.64% |
| 1 Month |
|
|
-42.17% |
| 3 Months |
|
|
-49.47% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.490 |
| 1M High / 1M Low: |
1.060 |
0.490 |
| 6M High / 6M Low: |
1.650 |
0.490 |
| High (YTD): |
1/2/2024 |
1.650 |
| Low (YTD): |
6/5/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.85% |
| Volatility 6M: |
|
105.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
