Soc. Generale Call 72 SRE 19.12.2025
/ DE000SU500M9
Soc. Generale Call 72 SRE 19.12.2.../ DE000SU500M9 /
6/3/2024 9:05:18 PM |
Chg.+0.030 |
Bid9:39:38 PM |
Ask9:39:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+2.80% |
1.100 Bid Size: 30,000 |
1.120 Ask Size: 30,000 |
Sempra |
72.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
SU500M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/19/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.46 |
Time value: |
0.68 |
Break-even: |
77.74 |
Moneyness: |
1.07 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
4.61 |
Rho: |
0.64 |
Quote data
Open: |
1.010 |
High: |
1.110 |
Low: |
1.010 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.28% |
1 Month |
|
|
+23.60% |
3 Months |
|
|
+48.65% |
YTD |
|
|
+2.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.930 |
1M High / 1M Low: |
1.180 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/8/2024 |
1.220 |
Low (YTD): |
4/16/2024 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |