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Soc. Generale Call 24 BATS 20.09..../  DE000SU5EUP0  /

EUWAX
2024-06-25  8:57:08 AM Chg.+0.030 Bid5:33:04 PM Ask5:33:04 PM Underlying Strike price Expiration date Option type
0.200EUR +17.65% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 British American Tob... 24.00 GBP 2024-09-20 Call
 

Master data

WKN: SU5EUP
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 24.00 GBP
Maturity: 2024-09-20
Issue date: 2023-12-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.31
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.17
Implied volatility: 0.14
Historic volatility: 0.19
Parity: 0.17
Time value: 0.04
Break-even: 30.46
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.84
Theta: -0.01
Omega: 12.08
Rho: 0.06
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month  
+66.67%
3 Months  
+33.33%
YTD  
+81.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.170 0.088
6M High / 6M Low: 0.190 0.083
High (YTD): 2024-02-09 0.190
Low (YTD): 2024-04-17 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.24%
Volatility 6M:   183.33%
Volatility 1Y:   -
Volatility 3Y:   -