Soc. Generale Call 70 SRE 20.12.2024
/ DE000SU2TEW5
Soc. Generale Call 70 SRE 20.12.2.../ DE000SU2TEW5 /
| 2024-06-03 9:50:59 AM |
Chg.+0.190 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+31.15% |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2TEW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.65 |
| Time value: |
0.26 |
| Break-even: |
73.60 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
6.23 |
| Rho: |
0.26 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.68% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
-13.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.590 |
| 1M High / 1M Low: |
0.900 |
0.580 |
| 6M High / 6M Low: |
1.090 |
0.310 |
| High (YTD): |
2024-01-08 |
1.090 |
| Low (YTD): |
2024-04-17 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.683 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.21% |
| Volatility 6M: |
|
132.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
