Soc. Generale Call 580 IDXX 21.06.2024
/ DE000SU2UJL5
Soc. Generale Call 580 IDXX 21.06.../ DE000SU2UJL5 /
| 13/06/2024 21:49:56 |
Chg.0.000 |
Bid13/06/2024 |
Ask13/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
IDEXX Laboratories I... |
580.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SU2UJL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
204.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
-6.88 |
| Time value: |
0.23 |
| Break-even: |
542.46 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.23 |
| Spread %: |
22,900.00% |
| Delta: |
0.10 |
| Theta: |
-0.63 |
| Omega: |
21.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-97.44% |
| 1 Month |
|
|
-99.70% |
| 3 Months |
|
|
-99.95% |
| YTD |
|
|
-99.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.001 |
| 1M High / 1M Low: |
0.680 |
0.001 |
| 6M High / 6M Low: |
4.500 |
0.001 |
| High (YTD): |
05/02/2024 |
4.500 |
| Low (YTD): |
13/06/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.968 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,040.13% |
| Volatility 6M: |
|
1,665.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
