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Soc. Generale Call 12 IBE1 20.12..../  DE000SU10MQ5  /

Frankfurt Zert./SG
2024-09-20  7:03:26 PM Chg.+0.120 Bid7:04:49 PM Ask7:04:49 PM Underlying Strike price Expiration date Option type
1.730EUR +7.45% 1.740
Bid Size: 1,800		 1.800
Ask Size: 1,800		 IBERDROLA INH. EO... 12.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10MQ
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.39
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.39
Time value: 0.28
Break-even: 13.66
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 3.11%
Delta: 0.83
Theta: 0.00
Omega: 6.68
Rho: 0.02
 

Quote data

Open: 1.630
High: 1.820
Low: 1.630
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.85%
1 Month  
+84.04%
3 Months  
+133.78%
YTD  
+113.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.610
1M High / 1M Low: 1.890 0.940
6M High / 6M Low: 1.890 0.350
High (YTD): 2024-09-17 1.890
Low (YTD): 2024-02-28 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   1.748
Avg. volume 1W:   0.000
Avg. price 1M:   1.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.784
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.07%
Volatility 6M:   133.53%
Volatility 1Y:   -
Volatility 3Y:   -