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Soc. Generale Call 38 DAR 20.12.2.../  DE000SU2YGF5  /

Frankfurt Zert./SG
2024-06-05  6:09:50 PM Chg.-0.010 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.600EUR -1.64% 0.600
Bid Size: 35,000		 0.610
Ask Size: 35,000		 Darling Ingredients ... 38.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGF
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 5.66
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.01
Implied volatility: 0.57
Historic volatility: 0.33
Parity: 0.01
Time value: 0.61
Break-even: 41.12
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.61
Theta: -0.02
Omega: 3.43
Rho: 0.08
 

Quote data

Open: 0.570
High: 0.600
Low: 0.560
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -37.50%
3 Months
  -44.95%
YTD
  -65.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.610
1M High / 1M Low: 1.220 0.610
6M High / 6M Low: 1.770 0.610
High (YTD): 2024-01-02 1.760
Low (YTD): 2024-06-04 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.920
Avg. volume 1M:   0.000
Avg. price 6M:   1.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.54%
Volatility 6M:   94.09%
Volatility 1Y:   -
Volatility 3Y:   -