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Soc. Generale Call 28 BATS 20.09..../  DE000SU5EUR6  /

EUWAX
2024-06-25  8:57:08 AM Chg.+0.003 Bid4:26:03 PM Ask4:26:03 PM Underlying Strike price Expiration date Option type
0.018EUR +20.00% 0.016
Bid Size: 175,000		 0.026
Ask Size: 175,000		 British American Tob... 28.00 GBP 2024-09-20 Call
 

Master data

WKN: SU5EUR
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 28.00 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: 100.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.30
Time value: 0.03
Break-even: 33.39
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.19
Theta: -0.01
Omega: 19.52
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+80.00%
3 Months
  -30.77%
YTD
  -35.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.009
1M High / 1M Low: 0.015 0.006
6M High / 6M Low: 0.043 0.006
High (YTD): 2024-02-08 0.043
Low (YTD): 2024-06-11 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   16
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.53%
Volatility 6M:   276.81%
Volatility 1Y:   -
Volatility 3Y:   -