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Soc. Generale Call 220 UNP 16.01..../  DE000SU5EPF1  /

Frankfurt Zert./SG
2024-06-20  6:01:09 PM Chg.+0.060 Bid6:18:37 PM Ask6:18:37 PM Underlying Strike price Expiration date Option type
3.250EUR +1.88% 3.260
Bid Size: 40,000		 3.290
Ask Size: 40,000		 Union Pacific Corp 220.00 USD 2026-01-16 Call
 

Master data

WKN: SU5EPF
Issuer: Société Générale
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-07
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 0.24
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.24
Time value: 3.15
Break-even: 238.61
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.19
Spread %: 5.94%
Delta: 0.65
Theta: -0.03
Omega: 3.94
Rho: 1.57
 

Quote data

Open: 3.160
High: 3.250
Low: 3.110
Previous Close: 3.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.88%
1 Month
  -30.41%
3 Months
  -32.85%
YTD
  -36.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.190 3.110
1M High / 1M Low: 4.670 3.110
6M High / 6M Low: 5.930 3.110
High (YTD): 2024-02-23 5.930
Low (YTD): 2024-06-14 3.110
52W High: - -
52W Low: - -
Avg. price 1W:   3.158
Avg. volume 1W:   0.000
Avg. price 1M:   3.605
Avg. volume 1M:   0.000
Avg. price 6M:   4.676
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.78%
Volatility 6M:   54.89%
Volatility 1Y:   -
Volatility 3Y:   -