OverviewChartNewsTraderScreen

Soc. Generale Call 260 ROK 20.12..../  DE000SU2YHV0  /

Frankfurt Zert./SG
2024-06-13  9:51:36 PM Chg.-0.060 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.500EUR -2.34% 2.530
Bid Size: 2,000		 2.580
Ask Size: 2,000		 Rockwell Automation ... 260.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YHV
Issuer: Société Générale
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 260.00 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: 9.08
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 0.20
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.20
Time value: 2.47
Break-even: 267.15
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 2.30%
Delta: 0.59
Theta: -0.07
Omega: 5.38
Rho: 0.61
 

Quote data

Open: 2.310
High: 2.500
Low: 2.280
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.12%
1 Month
  -22.84%
3 Months
  -45.41%
YTD
  -62.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.560 2.190
1M High / 1M Low: 3.490 2.190
6M High / 6M Low: 6.730 2.190
High (YTD): 2024-01-08 6.330
Low (YTD): 2024-06-11 2.190
52W High: - -
52W Low: - -
Avg. price 1W:   2.292
Avg. volume 1W:   0.000
Avg. price 1M:   2.710
Avg. volume 1M:   0.000
Avg. price 6M:   4.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.13%
Volatility 6M:   123.15%
Volatility 1Y:   -
Volatility 3Y:   -