Soc. Generale Call 32 VAS 20.12.2.../  DE000SU135Y9  /

Frankfurt Zert./SG
2024-06-07  4:43:07 PM Chg.-0.001 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.057EUR -1.72% 0.057
Bid Size: 20,000
0.067
Ask Size: 20,000
VOESTALPINE AG 32.00 EUR 2024-12-20 Call
 

Master data

WKN: SU135Y
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.23
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.56
Time value: 0.07
Break-even: 32.69
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.24
Theta: 0.00
Omega: 9.00
Rho: 0.03
 

Quote data

Open: 0.062
High: 0.063
Low: 0.052
Previous Close: 0.058
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month  
+16.33%
3 Months
  -5.00%
YTD
  -74.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.046
1M High / 1M Low: 0.076 0.037
6M High / 6M Low: 0.250 0.037
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-05-08 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.77%
Volatility 6M:   169.15%
Volatility 1Y:   -
Volatility 3Y:   -