Soc. Generale Call 32 WIB 20.09.2.../  DE000SU70EA0  /

Frankfurt Zert./SG
2024-06-18  10:58:00 AM Chg.0.000 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.440
Bid Size: 15,000
0.450
Ask Size: 15,000
WIENERBERGER 32.00 EUR 2024-09-20 Call
 

Master data

WKN: SU70EA
Issuer: Société Générale
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.53
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.19
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 0.19
Time value: 0.26
Break-even: 36.50
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.65
Theta: -0.02
Omega: 4.91
Rho: 0.05
 

Quote data

Open: 0.440
High: 0.450
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -16.98%
3 Months  
+51.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.520 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -