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Soc. Generale Call 11200 FIE/S 20.../  DE000SU2QYB3  /

EUWAX
17/06/2024  08:59:00 Chg.-0.010 Bid13:16:05 Ask13:16:05 Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.221
Bid Size: 225,000		 0.231
Ask Size: 225,000		 IBEX PLUS FIE 11,200.00 EUR 20/09/2024 Call
 

Master data

WKN: SU2QYB
Issuer: Société Générale
Currency: EUR
Underlying: IBEX PLUS FIE
Type: Warrant
Option type: Call
Strike price: 11,200.00 EUR
Maturity: 20/09/2024
Issue date: 23/11/2023
Last trading day: 20/09/2024
Ratio: 1000:1
Exercise type: European
Quanto: -
Gearing: 40.71
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -0.21
Time value: 0.27
Break-even: 11,470.00
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.46
Theta: -2.14
Omega: 18.85
Rho: 12.54
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -38.10%
3 Months  
+59.51%
YTD  
+136.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.270
1M High / 1M Low: 0.490 0.270
6M High / 6M Low: 0.490 0.082
High (YTD): 07/06/2024 0.490
Low (YTD): 20/02/2024 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.37%
Volatility 6M:   181.77%
Volatility 1Y:   -
Volatility 3Y:   -