Soc. Generale Call 9.5 GRF 20.12.2024
/ DE000SU6ZK89
Soc. Generale Call 9.5 GRF 20.12..../ DE000SU6ZK89 /
| 11/06/2024 09:52:39 |
Chg.- |
Bid08:22:01 |
Ask08:22:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
- |
1.67
Bid Size: 6,000 |
-
Ask Size: - |
GRIFOLS GRIFOLS S.A. |
9.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU6ZK8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GRIFOLS GRIFOLS S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.70 |
| Parity: |
-0.38 |
| Time value: |
1.98 |
| Break-even: |
11.48 |
| Moneyness: |
0.96 |
| Premium: |
0.26 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.12 |
| Spread %: |
6.45% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
2.75 |
| Rho: |
0.02 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-17.49% |
| 3 Months |
|
|
-8.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.84 |
| 1M High / 1M Low: |
2.77 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
