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Soc. Generale Call 28 VIG 21.06.2.../  DE000SU135M4  /

Frankfurt Zert./SG
2024-06-07  10:48:49 AM Chg.-0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.160
Bid Size: 10,000		 0.190
Ask Size: 10,000		 VIENNA INSURANCE GRO... 28.00 EUR 2024-06-21 Call
 

Master data

WKN: SU135M
Issuer: Société Générale
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.58
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.16
Implied volatility: 0.37
Historic volatility: 0.16
Parity: 0.16
Time value: 0.03
Break-even: 29.90
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.79
Theta: -0.02
Omega: 12.36
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -15.79%
3 Months  
+64.95%
YTD  
+45.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.330 0.059
High (YTD): 2024-05-22 0.330
Low (YTD): 2024-02-13 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.54%
Volatility 6M:   154.91%
Volatility 1Y:   -
Volatility 3Y:   -