Soc. Generale Call 65 SRE 20.12.2024
/ DE000SU2TN62
Soc. Generale Call 65 SRE 20.12.2.../ DE000SU2TN62 /
| 6/4/2024 5:04:27 PM |
Chg.-0.030 |
Bid5:12:03 PM |
Ask5:12:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-2.40% |
1.210
Bid Size: 50,000 |
1.220
Ask Size: 50,000 |
Sempra |
65.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TN6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.07 |
| Time value: |
0.19 |
| Break-even: |
72.19 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.27 |
Quote data
| Open: |
1.110 |
| High: |
1.230 |
| Low: |
1.100 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
+22.00% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
-0.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.050 |
| 1M High / 1M Low: |
1.380 |
0.990 |
| 6M High / 6M Low: |
1.420 |
0.610 |
| High (YTD): |
1/8/2024 |
1.420 |
| Low (YTD): |
4/16/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.50% |
| Volatility 6M: |
|
97.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
