Soc. Generale Call 15 REP 21.03.2.../  DE000SU9M0M6  /

EUWAX
10/31/2024  9:43:40 AM Chg.+0.004 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.040EUR +11.11% -
Bid Size: -
-
Ask Size: -
REPSOL S.A. INH. ... 15.00 EUR 3/21/2025 Call
 

Master data

WKN: SU9M0M
Issuer: Société Générale
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/21/2025
Issue date: 2/20/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 201.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -3.31
Time value: 0.06
Break-even: 15.06
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 61.11%
Delta: 0.08
Theta: 0.00
Omega: 15.16
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -29.82%
3 Months
  -89.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.036
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: 1.280 0.036
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.517
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.73%
Volatility 6M:   177.26%
Volatility 1Y:   -
Volatility 3Y:   -