Soc. Generale Call 440 SYP 21.06.2024
/ DE000SU0QBC3
Soc. Generale Call 440 SYP 21.06..../ DE000SU0QBC3 /
2024-06-13 9:40:01 PM |
Chg.-0.190 |
Bid9:59:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.670EUR |
-1.37% |
- Bid Size: - |
- Ask Size: - |
SYNOPSYS INC. D... |
440.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SU0QBC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SYNOPSYS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.16 |
Intrinsic value: |
11.14 |
Implied volatility: |
2.62 |
Historic volatility: |
0.25 |
Parity: |
11.14 |
Time value: |
2.48 |
Break-even: |
576.20 |
Moneyness: |
1.25 |
Premium: |
0.05 |
Premium p.a.: |
13.61 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-4.36 |
Omega: |
3.24 |
Rho: |
0.05 |
Quote data
Open: |
13.620 |
High: |
14.390 |
Low: |
13.260 |
Previous Close: |
13.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.70% |
1 Month |
|
|
+4.43% |
3 Months |
|
|
+20.97% |
YTD |
|
|
+44.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.860 |
12.460 |
1M High / 1M Low: |
13.890 |
10.560 |
6M High / 6M Low: |
15.640 |
7.010 |
High (YTD): |
2024-03-21 |
15.640 |
Low (YTD): |
2024-01-05 |
7.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.235 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.631 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.644 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.16% |
Volatility 6M: |
|
124.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |