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Soc. Generale Call 4.5 CABK 20.09.../  DE000SU17JZ7  /

EUWAX
2024-05-31  12:50:11 PM Chg.+0.140 Bid6:11:46 PM Ask6:11:46 PM Underlying Strike price Expiration date Option type
0.960EUR +17.07% 0.940
Bid Size: 5,000		 0.990
Ask Size: 5,000		 CAIXABANK CAIXABANK,... 4.50 EUR 2024-09-20 Call
 

Master data

WKN: SU17JZ
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-09-20
Issue date: 2023-11-15
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.75
Implied volatility: 0.42
Historic volatility: 0.22
Parity: 0.75
Time value: 0.21
Break-even: 5.46
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.80
Theta: 0.00
Omega: 4.37
Rho: 0.01
 

Quote data

Open: 0.940
High: 0.960
Low: 0.940
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.52%
1 Month  
+18.52%
3 Months  
+433.33%
YTD  
+700.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.810
1M High / 1M Low: 0.840 0.630
6M High / 6M Low: 0.960 0.120
High (YTD): 2024-04-29 0.960
Low (YTD): 2024-02-19 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.38%
Volatility 6M:   139.79%
Volatility 1Y:   -
Volatility 3Y:   -