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

EUWAX
04/06/2024  15:35:08 Chg.-0.018 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.049EUR -26.87% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 32.00 EUR 20/12/2024 Call
 

Master data

WKN: SU135Y
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 20/12/2024
Issue date: 13/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.56
Time value: 0.07
Break-even: 32.70
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 16.67%
Delta: 0.24
Theta: 0.00
Omega: 8.96
Rho: 0.03
 

Quote data

Open: 0.056
High: 0.056
Low: 0.049
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.78%
1 Month
  -18.33%
3 Months
  -39.51%
YTD
  -78.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.055
1M High / 1M Low: 0.074 0.039
6M High / 6M Low: 0.250 0.039
High (YTD): 02/01/2024 0.220
Low (YTD): 09/05/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.74%
Volatility 6M:   162.98%
Volatility 1Y:   -
Volatility 3Y:   -