Soc. Generale Call 40 IXD1 21.06.2024
/ DE000SU1NR16
Soc. Generale Call 40 IXD1 21.06..../ DE000SU1NR16 /
| 17/05/2024 21:49:23 |
Chg.0.000 |
Bid21:58:20 |
Ask21:58:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.390
Bid Size: 7,700 |
0.400
Ask Size: 7,700 |
INDITEX INH. EO... |
40.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SU1NR1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
03/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.10 |
| Break-even: |
44.10 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
7.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
+110.53% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.400 |
| 1M High / 1M Low: |
0.620 |
0.370 |
| 6M High / 6M Low: |
0.720 |
0.150 |
| High (YTD): |
28/03/2024 |
0.720 |
| Low (YTD): |
09/01/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.31% |
| Volatility 6M: |
|
195.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
