Soc. Generale Call 0.9 VOD 20.09..../  DE000SU130P8  /

EUWAX
5/31/2024  9:58:42 AM Chg.- Bid8:19:44 AM Ask8:19:44 AM Underlying Strike price Expiration date Option type
0.086EUR - 0.085
Bid Size: 10,000
0.290
Ask Size: 10,000
Vodafone Group PLC O... 0.90 GBP 9/20/2024 Call
 

Master data

WKN: SU130P
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.90 GBP
Maturity: 9/20/2024
Issue date: 11/13/2023
Last trading day: 9/19/2024
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: 31.56
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -1.73
Time value: 0.28
Break-even: 1.09
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.99
Spread abs.: 0.20
Spread %: 229.41%
Delta: 0.26
Theta: 0.00
Omega: 8.24
Rho: 0.00
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.64%
1 Month  
+26.47%
3 Months
  -66.92%
YTD
  -64.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.066
1M High / 1M Low: 0.190 0.040
6M High / 6M Low: 0.390 0.040
High (YTD): 3/12/2024 0.300
Low (YTD): 5/8/2024 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   433.75%
Volatility 6M:   276.48%
Volatility 1Y:   -
Volatility 3Y:   -