Soc. Generale Call 1.6 BARC 20.12.../  DE000SU79654  /

EUWAX
14/06/2024  08:14:41 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.620EUR -1.59% -
Bid Size: -
-
Ask Size: -
Barclays PLC ORD 25P 1.60 GBP 20/12/2024 Call
 

Master data

WKN: SU7965
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.60 GBP
Maturity: 20/12/2024
Issue date: 13/02/2024
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.52
Implied volatility: 0.40
Historic volatility: 0.29
Parity: 0.52
Time value: 0.09
Break-even: 2.51
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.85
Theta: 0.00
Omega: 3.38
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.07%
1 Month
  -16.22%
3 Months  
+63.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.620
1M High / 1M Low: 0.800 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -