Soc. Generale Call 70 SRE 20.03.2026
/ DE000SU5XDB6
Soc. Generale Call 70 SRE 20.03.2.../ DE000SU5XDB6 /
| 04/06/2024 11:04:55 |
Chg.-0.110 |
Bid11:15:53 |
Ask11:15:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-8.59% |
1.160
Bid Size: 4,000 |
1.350
Ask Size: 4,000 |
Sempra |
70.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
SU5XDB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
18/12/2023 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.62 |
| Time value: |
0.67 |
| Break-even: |
77.08 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.22 |
| Rho: |
0.75 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.160 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.85% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
+24.47% |
| YTD |
|
|
-4.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.100 |
| 1M High / 1M Low: |
1.360 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2024 |
1.390 |
| Low (YTD): |
16/04/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
