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Soc. Generale Call 165 JNJ 19.06..../  DE000SU507X1  /

Frankfurt Zert./SG
20/06/2024  11:08:03 Chg.+0.010 Bid11:51:36 Ask11:51:36 Underlying Strike price Expiration date Option type
0.890EUR +1.14% 0.880
Bid Size: 3,500		 0.900
Ask Size: 3,500		 JOHNSON + JOHNSON ... 165.00 - 19/06/2026 Call
 

Master data

WKN: SU507X
Issuer: Société Générale
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 19/06/2026
Issue date: 19/12/2023
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.40
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -2.95
Time value: 0.88
Break-even: 173.80
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.38
Theta: -0.01
Omega: 5.89
Rho: 0.86
 

Quote data

Open: 0.870
High: 0.890
Low: 0.870
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month
  -24.58%
3 Months
  -35.97%
YTD
  -41.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.880
1M High / 1M Low: 1.250 0.880
6M High / 6M Low: 1.860 0.880
High (YTD): 09/01/2024 1.860
Low (YTD): 19/06/2024 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.982
Avg. volume 1M:   0.000
Avg. price 6M:   1.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.11%
Volatility 6M:   70.37%
Volatility 1Y:   -
Volatility 3Y:   -