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Soc. Generale Call 320 ROK 20.12..../  DE000SU2YHY4  /

Frankfurt Zert./SG
2024-06-13  9:11:00 PM Chg.-0.020 Bid9:14:08 PM Ask9:14:08 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% 0.690
Bid Size: 25,000		 0.710
Ask Size: 25,000		 Rockwell Automation ... 320.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YHY
Issuer: Société Générale
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.49
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -5.35
Time value: 0.77
Break-even: 303.64
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.25
Theta: -0.05
Omega: 8.02
Rho: 0.28
 

Quote data

Open: 0.620
High: 0.700
Low: 0.620
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month
  -33.96%
3 Months
  -64.47%
YTD
  -79.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.590
1M High / 1M Low: 1.150 0.590
6M High / 6M Low: 3.480 0.590
High (YTD): 2024-01-04 3.140
Low (YTD): 2024-06-11 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   1.889
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.23%
Volatility 6M:   168.83%
Volatility 1Y:   -
Volatility 3Y:   -