Soc. Generale Call 65 SRE 21.06.2024
/ DE000SU2KJH4
Soc. Generale Call 65 SRE 21.06.2.../ DE000SU2KJH4 /
15/05/2024 21:47:20 |
Chg.+0.120 |
Bid08:00:00 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+10.91% |
0.920 Bid Size: 6,000 |
- Ask Size: - |
Sempra |
65.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
SU2KJH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
21/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
1.08 |
Time value: |
0.02 |
Break-even: |
71.11 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
6.39 |
Rho: |
0.06 |
Quote data
Open: |
0.800 |
High: |
1.230 |
Low: |
0.800 |
Previous Close: |
1.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.02% |
1 Month |
|
|
+229.73% |
3 Months |
|
|
+69.44% |
YTD |
|
|
+15.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.070 |
1M High / 1M Low: |
1.220 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
08/01/2024 |
1.270 |
Low (YTD): |
16/04/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.804 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |