Soc. Generale Call 90 EYX 21.06.2024
/ DE000SU5UXT2
Soc. Generale Call 90 EYX 21.06.2.../ DE000SU5UXT2 /
2024-06-10 9:55:34 AM |
Chg.-0.24 |
Bid1:33:49 PM |
Ask1:33:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
-11.43% |
1.99 Bid Size: 2,000 |
2.05 Ask Size: 2,000 |
EXOR N.V. |
90.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SU5UXT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EXOR N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-06-21 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
9.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.46 |
Historic volatility: |
0.15 |
Parity: |
1.96 |
Time value: |
0.09 |
Break-even: |
100.25 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
3.02% |
Delta: |
0.91 |
Theta: |
-0.07 |
Omega: |
8.85 |
Rho: |
0.02 |
Quote data
Open: |
1.86 |
High: |
1.86 |
Low: |
1.86 |
Previous Close: |
2.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.74% |
1 Month |
|
|
-30.08% |
3 Months |
|
|
-27.06% |
YTD |
|
|
+32.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.61 |
2.10 |
1M High / 1M Low: |
3.12 |
2.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-22 |
3.12 |
Low (YTD): |
2024-01-25 |
0.86 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |