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Soc. Generale Call 15.09 AOMD 21..../  DE000SU1W0D1  /

Frankfurt Zert./SG
2024-06-04  8:55:40 AM Chg.-0.100 Bid9:10:23 AM Ask9:10:23 AM Underlying Strike price Expiration date Option type
2.690EUR -3.58% 2.580
Bid Size: 9,000		 2.610
Ask Size: 9,000		 ALSTOM S.A. INH. ... 15.09 EUR 2024-06-21 Call
 

Master data

WKN: SU1W0D
Issuer: Société Générale
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 15.09 EUR
Maturity: 2024-06-21
Issue date: 2023-11-08
Last trading day: 2024-06-20
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 3.17
Intrinsic value: 3.07
Implied volatility: 0.63
Historic volatility: 0.55
Parity: 3.07
Time value: 0.15
Break-even: 18.13
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 1.26%
Delta: 0.91
Theta: -0.01
Omega: 5.40
Rho: 0.01
 

Quote data

Open: 2.690
High: 2.690
Low: 2.690
Previous Close: 2.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.41%
1 Month  
+131.90%
3 Months  
+556.10%
YTD  
+244.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.980 2.790
1M High / 1M Low: 3.980 1.160
6M High / 6M Low: 3.980 0.350
High (YTD): 2024-05-28 3.980
Low (YTD): 2024-03-13 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   3.486
Avg. volume 1W:   0.000
Avg. price 1M:   2.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.977
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.73%
Volatility 6M:   224.30%
Volatility 1Y:   -
Volatility 3Y:   -