OverviewChartNewsTraderScreen

Soc. Generale Call 35 IXD1 20.12..../  DE000SU10MZ6  /

Frankfurt Zert./SG
2024-09-23  9:58:13 AM Chg.0.000 Bid10:36:40 AM Ask10:36:40 AM Underlying Strike price Expiration date Option type
1.720EUR 0.00% 1.720
Bid Size: 35,000		 1.730
Ask Size: 35,000		 INDITEX INH. EO... 35.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10MZ
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.70
Implied volatility: 0.43
Historic volatility: 0.21
Parity: 1.70
Time value: 0.04
Break-even: 52.40
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.98
Theta: -0.01
Omega: 2.93
Rho: 0.08
 

Quote data

Open: 1.720
High: 1.720
Low: 1.720
Previous Close: 1.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.55%
1 Month  
+14.67%
3 Months  
+31.30%
YTD  
+145.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.570
1M High / 1M Low: 1.720 1.170
6M High / 6M Low: 1.720 0.920
High (YTD): 2024-09-20 1.720
Low (YTD): 2024-01-05 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   1.644
Avg. volume 1W:   0.000
Avg. price 1M:   1.446
Avg. volume 1M:   0.000
Avg. price 6M:   1.172
Avg. volume 6M:   15.748
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.63%
Volatility 6M:   73.40%
Volatility 1Y:   -
Volatility 3Y:   -