Soc. Generale Call 430 LOR 21.06.2024
/ DE000SU7XFR3
Soc. Generale Call 430 LOR 21.06..../ DE000SU7XFR3 /
31/05/2024 17:40:37 |
Chg.+0.390 |
Bid18:05:48 |
Ask18:05:48 |
Underlying |
Strike price |
Expiration date |
Option type |
2.260EUR |
+20.86% |
2.230 Bid Size: 1,400 |
2.380 Ask Size: 1,400 |
L OREAL INH. E... |
430.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SU7XFR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 - |
Maturity: |
21/06/2024 |
Issue date: |
06/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
1.47 |
Time value: |
0.57 |
Break-even: |
450.40 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.13 |
Spread %: |
6.81% |
Delta: |
0.73 |
Theta: |
-0.25 |
Omega: |
15.87 |
Rho: |
0.17 |
Quote data
Open: |
1.890 |
High: |
2.260 |
Low: |
1.850 |
Previous Close: |
1.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.61% |
1 Month |
|
|
+9.71% |
3 Months |
|
|
-15.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.140 |
1.480 |
1M High / 1M Low: |
3.170 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.342 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |