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Soc. Generale Call 1.6 BARC 20.09.../  DE000SU13YG5  /

Frankfurt Zert./SG
2024-06-04  12:03:51 PM Chg.-0.020 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.690EUR -2.82% 0.690
Bid Size: 70,000		 0.710
Ask Size: 70,000		 Barclays PLC ORD 25P 1.60 GBP 2024-09-20 Call
 

Master data

WKN: SU13YG
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.60 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.71
Implied volatility: 0.45
Historic volatility: 0.29
Parity: 0.71
Time value: 0.04
Break-even: 2.63
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.74%
Delta: 0.93
Theta: 0.00
Omega: 3.20
Rho: 0.00
 

Quote data

Open: 0.700
High: 0.710
Low: 0.690
Previous Close: 0.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month  
+27.78%
3 Months  
+155.56%
YTD  
+360.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.660
1M High / 1M Low: 0.720 0.570
6M High / 6M Low: 0.720 0.076
High (YTD): 2024-05-31 0.720
Low (YTD): 2024-02-13 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.60%
Volatility 6M:   141.44%
Volatility 1Y:   -
Volatility 3Y:   -