Soc. Generale Call 60 0B2 20.09.2024
/ DE000SU0M8M8
Soc. Generale Call 60 0B2 20.09.2.../ DE000SU0M8M8 /
| 5/28/2024 10:57:57 AM |
Chg.+0.030 |
Bid5/28/2024 |
Ask5/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.470
Bid Size: 8,000 |
0.480
Ask Size: 8,000 |
BAWAG GROUP AG |
60.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU0M8M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.15 |
| Time value: |
0.31 |
| Break-even: |
64.50 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
8.59 |
| Rho: |
0.11 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+51.61% |
| 3 Months |
|
|
+623.08% |
| YTD |
|
|
+646.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
0.440 |
0.024 |
| High (YTD): |
5/27/2024 |
0.440 |
| Low (YTD): |
1/17/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.08% |
| Volatility 6M: |
|
231.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
