Soc. Generale Call 45 IXD1 20.09.2024
/ DE000SU13P10
Soc. Generale Call 45 IXD1 20.09..../ DE000SU13P10 /
| 2024-06-21 9:51:28 AM |
Chg.+0.030 |
Bid12:39:29 PM |
Ask12:39:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
0.420
Bid Size: 60,000 |
0.430
Ask Size: 60,000 |
INDITEX INH. EO... |
45.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU13P1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.24 |
| Time value: |
0.21 |
| Break-even: |
49.50 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
7.18 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.71% |
| 1 Month |
|
|
+76.00% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+238.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.220 |
| 6M High / 6M Low: |
0.410 |
0.082 |
| High (YTD): |
2024-06-20 |
0.410 |
| Low (YTD): |
2024-01-05 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.22% |
| Volatility 6M: |
|
218.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
