Soc. Generale Call 70 SRE 21.06.2024
/ DE000SU2KJJ0
Soc. Generale Call 70 SRE 21.06.2.../ DE000SU2KJJ0 /
| 2024-05-31 9:43:31 PM |
Chg.+0.170 |
Bid9:59:44 PM |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+38.64% |
0.670
Bid Size: 6,000 |
-
Ask Size: - |
Sempra |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2KJJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.41 |
| Time value: |
0.04 |
| Break-even: |
69.13 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
13.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.610 |
| Low: |
0.250 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+74.29% |
| 3 Months |
|
|
+64.86% |
| YTD |
|
|
-15.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.360 |
| 1M High / 1M Low: |
0.800 |
0.350 |
| 6M High / 6M Low: |
0.900 |
0.140 |
| High (YTD): |
2024-01-08 |
0.890 |
| Low (YTD): |
2024-04-16 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.15% |
| Volatility 6M: |
|
206.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
