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Soc. Generale Call 240 ROK 20.12..../  DE000SU2YHU2  /

Frankfurt Zert./SG
2024-06-13  9:36:11 PM Chg.-0.130 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
3.530EUR -3.55% 3.600
Bid Size: 1,000		 3.670
Ask Size: 1,000		 Rockwell Automation ... 240.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YHU
Issuer: Société Générale
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 2.05
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 2.05
Time value: 1.74
Break-even: 259.86
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.07
Spread %: 1.88%
Delta: 0.71
Theta: -0.07
Omega: 4.52
Rho: 0.69
 

Quote data

Open: 3.360
High: 3.530
Low: 3.320
Previous Close: 3.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.66%
1 Month
  -20.14%
3 Months
  -38.93%
YTD
  -55.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.660 3.190
1M High / 1M Low: 4.730 3.190
6M High / 6M Low: 8.080 3.190
High (YTD): 2024-01-04 7.620
Low (YTD): 2024-06-11 3.190
52W High: - -
52W Low: - -
Avg. price 1W:   3.308
Avg. volume 1W:   0.000
Avg. price 1M:   3.789
Avg. volume 1M:   0.000
Avg. price 6M:   5.625
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.60%
Volatility 6M:   109.37%
Volatility 1Y:   -
Volatility 3Y:   -