Soc. Generale Call 90 SRE 20.12.2024
/ DE000SU2TEY1
Soc. Generale Call 90 SRE 20.12.2.../ DE000SU2TEY1 /
| 03/06/2024 21:47:47 |
Chg.0.000 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
0.00% |
0.087
Bid Size: 10,000 |
0.097
Ask Size: 10,000 |
Sempra |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TEY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-1.20 |
| Time value: |
0.11 |
| Break-even: |
84.03 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
12.95 |
| Rho: |
0.07 |
Quote data
| Open: |
0.068 |
| High: |
0.097 |
| Low: |
0.068 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.46% |
| 1 Month |
|
|
+73.47% |
| 3 Months |
|
|
+77.08% |
| YTD |
|
|
-52.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.052 |
| 1M High / 1M Low: |
0.110 |
0.049 |
| 6M High / 6M Low: |
0.230 |
0.021 |
| High (YTD): |
08/01/2024 |
0.220 |
| Low (YTD): |
25/03/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.66% |
| Volatility 6M: |
|
279.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
