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Soc. Generale Call 1.8 BARC 20.09.../  DE000SU2GWD4  /

Frankfurt Zert./SG
2024-06-19  9:38:54 AM Chg.0.000 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.380EUR 0.00% 0.380
Bid Size: 90,000		 0.400
Ask Size: 90,000		 Barclays PLC ORD 25P 1.80 GBP 2024-09-20 Call
 

Master data

WKN: SU2GWD
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.80 GBP
Maturity: 2024-09-20
Issue date: 2023-11-20
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.31
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.31
Time value: 0.09
Break-even: 2.53
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.79
Theta: 0.00
Omega: 4.82
Rho: 0.00
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -22.45%
3 Months  
+123.53%
YTD  
+375.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.520 0.340
6M High / 6M Low: 0.520 0.042
High (YTD): 2024-05-31 0.520
Low (YTD): 2024-01-17 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.35%
Volatility 6M:   153.38%
Volatility 1Y:   -
Volatility 3Y:   -