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Soc. Generale Call 14.15 AOMD 20..../  DE000SU0EKU2  /

Frankfurt Zert./SG
2024-06-05  4:28:27 PM Chg.+0.380 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
4.570EUR +9.07% 4.570
Bid Size: 9,000		 4.710
Ask Size: 9,000		 ALSTOM S.A. INH. ... 14.15 EUR 2024-09-20 Call
 

Master data

WKN: SU0EKU
Issuer: Société Générale
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 14.15 EUR
Maturity: 2024-09-20
Issue date: 2023-10-06
Last trading day: 2024-09-19
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 4.18
Intrinsic value: 3.34
Implied volatility: 0.57
Historic volatility: 0.55
Parity: 3.34
Time value: 0.91
Break-even: 18.16
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 0.71%
Delta: 0.80
Theta: -0.01
Omega: 3.45
Rho: 0.03
 

Quote data

Open: 4.240
High: 4.770
Low: 4.200
Previous Close: 4.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.68%
1 Month  
+99.56%
3 Months  
+493.51%
YTD  
+254.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.420 4.190
1M High / 1M Low: 5.530 2.280
6M High / 6M Low: 5.530 0.730
High (YTD): 2024-05-28 5.530
Low (YTD): 2024-02-13 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   4.820
Avg. volume 1W:   0.000
Avg. price 1M:   4.059
Avg. volume 1M:   0.000
Avg. price 6M:   1.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.02%
Volatility 6M:   165.29%
Volatility 1Y:   -
Volatility 3Y:   -