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Soc. Generale Call 15 GZF 20.12.2.../  DE000SU10JC1  /

Frankfurt Zert./SG
2024-06-19  1:26:46 PM Chg.-0.030 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.360EUR -7.69% 0.360
Bid Size: 60,000		 0.370
Ask Size: 60,000		 ENGIE S.A. INH. ... 15.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JC
Issuer: Société Générale
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.44
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -1.70
Time value: 0.41
Break-even: 15.41
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.31
Theta: 0.00
Omega: 9.93
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.400
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -77.91%
3 Months
  -58.62%
YTD
  -77.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.390
1M High / 1M Low: 1.550 0.390
6M High / 6M Low: 2.050 0.390
High (YTD): 2024-01-10 2.050
Low (YTD): 2024-06-18 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   1.121
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.47%
Volatility 6M:   131.48%
Volatility 1Y:   -
Volatility 3Y:   -