Soc. Generale Call 2550 OMXS30 21.../  DE000SU91DM3  /

EUWAX
07/06/2024  08:52:50 Chg.+0.010 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.730EUR +1.39% -
Bid Size: -
-
Ask Size: -
OMX Stockholm 30 Ind... 2,550.00 SEK 21/06/2024 Call
 

Master data

WKN: SU91DM
Issuer: Société Générale
Currency: EUR
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 2,550.00 SEK
Maturity: 21/06/2024
Issue date: 28/02/2024
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 32.46
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.65
Implied volatility: 0.13
Historic volatility: 0.01
Parity: 0.65
Time value: 0.06
Break-even: 231.10
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.88
Theta: -0.06
Omega: 28.63
Rho: 0.07
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month  
+4.29%
3 Months  
+128.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.600
1M High / 1M Low: 0.980 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -