Soc. Generale Call 55 BSN 21.06.2024
/ DE000SU1W4C5
Soc. Generale Call 55 BSN 21.06.2.../ DE000SU1W4C5 /
| 31/05/2024 21:48:01 |
Chg.+0.010 |
Bid21:52:28 |
Ask21:52:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 7,200 |
0.460
Ask Size: 7,200 |
DANONE S.A. EO -,25 |
55.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SU1W4C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
08/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.13 |
| Parity: |
0.41 |
| Time value: |
0.03 |
| Break-even: |
59.40 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
12.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.460 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+17.14% |
| 3 Months |
|
|
-8.89% |
| YTD |
|
|
-22.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.520 |
0.340 |
| 6M High / 6M Low: |
0.800 |
0.290 |
| High (YTD): |
29/01/2024 |
0.800 |
| Low (YTD): |
16/04/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.37% |
| Volatility 6M: |
|
127.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
