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Soc. Generale Call 35 IXD1 21.06..../  DE000SU1NR08  /

Frankfurt Zert./SG
2024-06-03  9:52:01 AM Chg.+0.040 Bid9:59:30 AM Ask9:59:30 AM Underlying Strike price Expiration date Option type
0.900EUR +4.65% 0.900
Bid Size: 40,000		 0.910
Ask Size: 40,000		 INDITEX INH. EO... 35.00 EUR 2024-06-21 Call
 

Master data

WKN: SU1NR0
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.87
Historic volatility: 0.20
Parity: 0.86
Time value: 0.05
Break-even: 44.10
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.89
Theta: -0.05
Omega: 4.27
Rho: 0.01
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.22%
1 Month  
+12.50%
3 Months  
+34.33%
YTD  
+55.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.860
1M High / 1M Low: 0.970 0.800
6M High / 6M Low: 1.190 0.440
High (YTD): 2024-03-28 1.190
Low (YTD): 2024-01-09 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   0.867
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.93%
Volatility 6M:   113.73%
Volatility 1Y:   -
Volatility 3Y:   -