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Soc. Generale Call 10900 FIE/S 21.../  DE000SU2USG6  /

EUWAX
5/30/2024  8:08:29 AM Chg.-0.100 Bid7:39:17 PM Ask7:39:17 PM Underlying Strike price Expiration date Option type
0.290EUR -25.64% 0.500
Bid Size: 150,000		 0.510
Ask Size: 150,000		 IBEX PLUS FIE 10,900.00 EUR 6/21/2024 Call
 

Master data

WKN: SU2USG
Issuer: Société Générale
Currency: EUR
Underlying: IBEX PLUS FIE
Type: Warrant
Option type: Call
Strike price: 10,900.00 EUR
Maturity: 6/21/2024
Issue date: 11/28/2023
Last trading day: 6/21/2024
Ratio: 1000:1
Exercise type: European
Quanto: -
Gearing: 32.78
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.25
Implied volatility: 0.16
Historic volatility: 0.12
Parity: 0.25
Time value: 0.09
Break-even: 11,240.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.74
Theta: -4.05
Omega: 24.25
Rho: 4.77
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.00%
1 Month
  -21.62%
3 Months  
+427.27%
YTD  
+195.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 0.540 0.226
6M High / 6M Low: 0.540 0.043
High (YTD): 5/16/2024 0.540
Low (YTD): 3/5/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.396
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.29%
Volatility 6M:   264.51%
Volatility 1Y:   -
Volatility 3Y:   -