Soc. Generale Call 70 SRE 21.06.2024
/ DE000SU2KJJ0
Soc. Generale Call 70 SRE 21.06.2.../ DE000SU2KJJ0 /
| 2024-05-31 12:47:59 PM |
Chg.+0.030 |
Bid7:18:36 PM |
Ask7:18:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
0.560
Bid Size: 45,000 |
-
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: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
-6.45% |
| YTD |
|
|
-60.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
0.890 |
0.084 |
| High (YTD): |
2024-01-05 |
0.870 |
| Low (YTD): |
2024-04-17 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.07% |
| Volatility 6M: |
|
219.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
