Soc. Generale Call 550 MUV2 17.12.2027
/ DE000SU9NBJ6
Soc. Generale Call 550 MUV2 17.12.../ DE000SU9NBJ6 /
5/31/2024 1:19:54 PM |
Chg.+0.020 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
0.530 Bid Size: 200,000 |
0.540 Ask Size: 200,000 |
MUENCH.RUECKVERS.VNA... |
550.00 EUR |
12/17/2027 |
Call |
Master data
WKN: |
SU9NBJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
2/21/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-0.95 |
Time value: |
0.52 |
Break-even: |
602.00 |
Moneyness: |
0.83 |
Premium: |
0.32 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.50 |
Theta: |
-0.04 |
Omega: |
4.41 |
Rho: |
6.28 |
Quote data
Open: |
0.500 |
High: |
0.530 |
Low: |
0.500 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.42% |
1 Month |
|
|
+51.43% |
3 Months |
|
|
+60.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.480 |
1M High / 1M Low: |
0.540 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |