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Soc. Generale Call 22 JEN 21.06.2.../  DE000SU0EM96  /

Frankfurt Zert./SG
2024-06-03  1:07:08 PM Chg.+0.040 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.570EUR +7.55% 0.570
Bid Size: 7,000		 0.600
Ask Size: 7,000		 JENOPTIK AG NA O.N. 22.00 EUR 2024-06-21 Call
 

Master data

WKN: SU0EM9
Issuer: Société Générale
Currency: EUR
Underlying: JENOPTIK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.80
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.85
Historic volatility: 0.30
Parity: 0.54
Time value: 0.03
Break-even: 27.70
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 5.56%
Delta: 0.90
Theta: -0.03
Omega: 4.30
Rho: 0.01
 

Quote data

Open: 0.540
High: 0.570
Low: 0.540
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month  
+67.65%
3 Months
  -28.75%
YTD
  -18.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.640 0.340
6M High / 6M Low: 0.890 0.300
High (YTD): 2024-02-22 0.890
Low (YTD): 2024-04-19 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.65%
Volatility 6M:   132.47%
Volatility 1Y:   -
Volatility 3Y:   -