Soc. Generale Call 70 SRE 20.03.2026
/ DE000SU5XDB6
Soc. Generale Call 70 SRE 20.03.2.../ DE000SU5XDB6 /
6/14/2024 3:07:03 PM |
Chg.-0.120 |
Bid3:14:50 PM |
Ask3:14:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
-10.08% |
1.070 Bid Size: 2,900 |
1.250 Ask Size: 2,900 |
Sempra |
70.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
SU5XDB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
3/20/2026 |
Issue date: |
12/18/2023 |
Last trading day: |
3/19/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.17 |
Historic volatility: |
0.17 |
Parity: |
0.57 |
Time value: |
0.64 |
Break-even: |
77.29 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.68% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.55 |
Rho: |
0.76 |
Quote data
Open: |
1.070 |
High: |
1.090 |
Low: |
1.060 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.55% |
1 Month |
|
|
-12.30% |
3 Months |
|
|
+22.99% |
YTD |
|
|
-13.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.130 |
1M High / 1M Low: |
1.360 |
1.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/8/2024 |
1.390 |
Low (YTD): |
4/16/2024 |
0.720 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.224 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |