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Soc. Generale Call 23.5 MBG 18.12.../  DE000SR667L3  /

EUWAX
5/31/2024  1:20:33 PM Chg.+0.15 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
5.17EUR +2.99% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 23.50 EUR 12/18/2024 Call
 

Master data

WKN: SR667L
Issuer: Société Générale
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.50 EUR
Maturity: 12/18/2024
Issue date: 3/11/2020
Last trading day: 12/16/2024
Ratio: 8.4:1
Exercise type: American
Quanto: -
Gearing: 1.52
Leverage: Yes

Calculated values

Fair value: 5.17
Intrinsic value: 5.11
Implied volatility: 0.82
Historic volatility: 0.20
Parity: 5.11
Time value: 0.10
Break-even: 67.24
Moneyness: 2.83
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 1.49
Rho: 0.12
 

Quote data

Open: 5.09
High: 5.17
Low: 5.09
Previous Close: 5.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.40%
1 Month
  -8.66%
3 Months
  -14.40%
YTD  
+10.71%
1 Year
  -11.62%
3 Years  
+2.58%
5 Years     -
10 Years     -
1W High / 1W Low: 5.17 5.02
1M High / 1M Low: 5.93 5.00
6M High / 6M Low: 6.30 4.28
High (YTD): 4/9/2024 6.30
Low (YTD): 1/22/2024 4.28
52W High: 4/9/2024 6.30
52W Low: 10/31/2023 3.85
Avg. price 1W:   5.12
Avg. volume 1W:   0.00
Avg. price 1M:   5.37
Avg. volume 1M:   0.00
Avg. price 6M:   5.32
Avg. volume 6M:   0.00
Avg. price 1Y:   5.26
Avg. volume 1Y:   0.00
Volatility 1M:   42.52%
Volatility 6M:   31.62%
Volatility 1Y:   30.61%
Volatility 3Y:   44.08%