SG/CALL/FTSE MIB/36000/0.001/20.09.24 Stock

Warrant

8C66S

DE000SU96H69

Market Closed - Euronext Paris 06:58:45 2024-04-25 am EDT
0.605 EUR -3.20% Intraday chart for SG/CALL/FTSE MIB/36000/0.001/20.09.24
1 month-16.55%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying FTSE MIB INDEX
IssuerLogo Issuer Société Générale Société Générale
8C66S
ISINDE000SU96H69
Date issued 2024-03-04
Strike 36,000 PTS
Maturity 2024-09-20 (118 Days)
Parity 1000 : 1
Emission price 0.35
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.795
Lowest since issue 0.325
Delta0.34x
Omega 19.09
Premium7.13x
Gearing55.57x
Moneyness 0.9494
Difference Strike 1,509 PTS
Difference Strike %+4.19%
Spread 0.03
Spread %4.76%
Theoretical value 0.6150
Implied Volatility 12.87 %
Total Loss Probability 68.61 %
Intrinsic value 0.000000
Present value 0.6150
Break even 36,615.00 €
Theta-0.03x
Vega0.08x
Rho0.04x
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