Soc. Generale Call 105 HOT 20.12..../  DE000SU10MA9  /

EUWAX
2024-10-31  6:16:01 PM Chg.-0.08 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.01EUR -7.34% -
Bid Size: -
-
Ask Size: -
HOCHTIEF AG 105.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10MA
Issuer: Société Générale
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.11
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.82
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.82
Time value: 0.30
Break-even: 116.20
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 3.70%
Delta: 0.74
Theta: -0.06
Omega: 7.51
Rho: 0.10
 

Quote data

Open: 1.11
High: 1.11
Low: 0.99
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.53%
1 Month  
+3.06%
3 Months
  -17.89%
YTD  
+16.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 1.09
1M High / 1M Low: 1.47 0.87
6M High / 6M Low: 1.47 0.67
High (YTD): 2024-10-22 1.47
Low (YTD): 2024-06-11 0.67
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.96%
Volatility 6M:   154.59%
Volatility 1Y:   -
Volatility 3Y:   -