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Soc. Generale Call 22 BHP 20.09.2.../  DE000SU13YL5  /

EUWAX
2024-06-04  3:35:24 PM Chg.-0.040 Bid5:30:02 PM Ask5:30:02 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% 0.200
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Bhp Group Limited OR... 22.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13YL
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Call
Strike price: 22.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.78
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.11
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.11
Time value: 0.14
Break-even: 28.34
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.66
Theta: -0.01
Omega: 7.07
Rho: 0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.210
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -4.55%
3 Months
  -19.23%
YTD
  -68.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.360 0.230
6M High / 6M Low: 0.670 0.210
High (YTD): 2024-01-02 0.670
Low (YTD): 2024-05-02 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.95%
Volatility 6M:   133.03%
Volatility 1Y:   -
Volatility 3Y:   -